-

 

 

 




Optimization Online





 

Efficient preconditioner updates for shifted linear systems

Stefania Bellavia (stefania.bellavia***at***unifi.it)
Valentina De Simone (valentina.desimone***at***unina2.it)
Daniela di Serafino (daniela.diserafino***at***unina2.it)
Benedetta Morini (benedetta.morini***at***unifi.it)

Abstract: We present a new technique for building effective and low cost preconditioners for sequences of shifted linear systems (A+aI)x=b, where A is symmetric positive definite and a>0. This technique updates a preconditioner for A, available in the form of an LDL' factorization, by modifying only the nonzero entries of the L factor in such a way that the resulting preconditioner mimics the diagonal of the shifted matrix and reproduces its overall behaviour. The proposed approach is supported by a theoretical analysis as well as by numerical experiments, showing that it works efficiently for a broad range of values of a.

Keywords: shifted linear systems, preconditioner updates, incomplete LDL' factorization

Category 1: Nonlinear Optimization (Nonlinear Systems and Least-Squares )

Citation: Preprint n. 5/2010, Department of Mathematics, Second University of Naples, Caserta, Italy, July 2010

Download: [PDF]

Entry Submitted: 07/23/2010
Entry Accepted: 07/23/2010
Entry Last Modified: 07/23/2010

Modify/Update this entry


  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository

 

Submit
Update
Policies
Coordinator's Board
Classification Scheme
Credits
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Programming Society