Improving Triangular Preconditioner Updates for Nonsymmetric Linear Systems

On the eigenvalues and eigenvectors of nonsymmetric saddle point matrices preconditioned by block triangular matrices

Block lower triangular and block upper triangular matrices are popular preconditioners for nonsymmetric saddle point matrices. In this note we show that a block lower triangular preconditioner gives the same spectrum as a block upper triangular preconditioner and that the eigenvectors of the two preconditioned systems are related. Nonsingular saddle point matrices of the form

Preconditioned Iterative Solvers Based on Rank-one Updates for Nonsymmetric Linear Systems

Preconditioner Updates for Sequences of Nonsymmetric Linear System

When the computation of efficient preconditioners for individual linear systems of a sequence is expensive, significant reduction of costs can be achieved by updating previous preconditioners. For large and sparse systems, this has been done, among others, by recycling subspaces when using a Krylov subspace method [3], by means of small rank updates when applying Quasi-Newton methods [2] or wit...

Block Approximate Inverse Preconditioners for Sparse Nonsymmetric Linear Systems

Abstract. In this paper block approximate inverse preconditioners to solve sparse nonsymmetric linear systems with iterative Krylov subspace methods are studied. The computation of the preconditioners involves consecutive updates of variable rank of an initial and nonsingular matrix A0 and the application of the Sherman-MorrisonWoodbury formula to compute an approximate inverse decomposition of...

Preconditioner updates for solving sequences of linear systems in matrix-free environment

We present two new ways of preconditioning sequences of nonsymmetric linear systems in the special case where the implementation is matrix-free. Both approaches are fully algebraic, they are based on the general updates of incomplete LU decompositions recently introduced in [1], and they may be directly embedded into nonlinear algebraic solvers. The first of the approaches uses a new model of p...