To solve a large, and sparse linear system Ax = b; (1) an approximate solution of (1) is usually obtained by using a preconditioned iterative Krylov subspace method [6]. In this work we focus on factorized approximate inverse preconditioners, in this class of preconditioners two matrices such that its product is an approximation of the inverse of A are computed and stored explicitely. Therefore...

This paper presents a preconditioning method based on a recursive multilevel lowrank approximation approach. The basic idea is to recursively divide the problem into two and apply a low-rank approximation to a matrix obtained from the Sherman-Morrison formula. The low-rank approximation may be computed by the partial Singular Value Decomposition (SVD) or it can be approximated by the Lanczos bi...

Some verv fast numerical methods have been developed in recent years for the solution of elliptic differential equations which allow for separation of variables. In this paper, a Fourier-Toeplitz method is developed as an alternative to the well-known methods of Hockney and Buneman. It is based on the fast Fourier transform and Toeplitz factorizations. The use of Toeplitz factorizations combine...

We present a practical implementation of the ensemble Kalman (EnKF) filter based on an iterative Sherman-Morrison formula. The new direct method exploits the special structure of the ensemble-estimated error covariance matrices in order to efficiently solve the linear systems involved in the analysis step of the EnKF. The computational complexity of the proposed implementation is equivalent to ...

We investigate the SPAI and PSAI preconditioning procedures and shed light on two important features of them: (i) For the large linear system Ax = b with A irregular sparse, i.e., with A having s relatively dense columns, SPAI may be very costly to implement, and the resulting sparse approximate inverses may be ineffective for preconditioning. PSAI can be effective for preconditioning but may r...

In this paper we survey our work on preconditioners based on the Inverse Sherman-Morrison factorization. The most important theoretical results are also summarized and some numerical conclusions are provided.

This paper presents a full-spectrum Green-function methodology (which is valid, in particular, at and around Wood-anomaly frequencies) for evaluation of scattering by periodic arrays of cylinders of arbitrary cross section-with application to wire gratings, particle arrays and reflectarrays and, indeed, general arrays of conducting or dielectric bounded obstacles under both transverse electric ...