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arXiv 1304.2010math.NAcs.NA
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子空间增强预条件子的谱分析

A Spectral Analysis of Subspace Enchanced Preconditioners

University of Colorado Boulder(科罗拉多大学博尔德分校)

Tao Zhao

AI总结:

本文通过分析三种子空间增强预条件子(deflation、coarse correction和adapted deflation)的谱性质,揭示了粗空间与系数矩阵小特征值特征向量子空间之间的夹角以及投影矩阵逆的精度对预条件系统谱分布的影响。

摘要:

众所周知,求解线性系统的Krylov子空间方法的收敛性取决于系数矩阵的谱,而且普遍认为,对于对称和非对称系统,如果系数矩阵的谱是聚集的,Krylov子空间方法将快速收敛。本文研究了通过deflation、coarse correction和adapted deflation预条件子预条件后的系统的谱。我们的分析表明,预条件系统的谱受到构造三种预条件子的粗空间与系数矩阵小特征值对应的特征向量张成的子空间之间的夹角的强烈影响。此外,我们证明了投影矩阵逆的精度也影响预条件系统的谱。数值实验验证了理论分析。

英文摘要:

It is well-known that the convergence of Krylov subspace methods to solve linear system depends on the spectrum of the coefficient matrix, moreover, it is widely accepted that for both symmetric and unsymmetric systems Krylov subspace methods will converge fast if the spectrum of the coefficient matrix is clustered. In this paper we investigate the spectrum of the system preconditioned by the deflation, coarse correction and adapted deflation preconditioners. Our analysis shows that the spectrum of the preconditioned system is highly impacted by the angle between the coarse space for the construction of the three preconditioners and the subspace spanned by the eigenvectors associated with the small eigenvalues of the coefficient matrix. Furthermore, we prove that the accuracy of the inverse of projection matrix also impacts the spectrum of the preconditioned system. Numerical experiments emphasized the theoretical analysis.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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