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arXiv 2412.01554math.NAcs.NA
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关于不定矩阵分裂与预条件的一个注记

A note on indefinite matrix splitting and preconditioning

Andy Wathen

AI总结:

本文研究了实对称不定和复 Hermitian 不定系数矩阵的分裂与预条件问题,证明除非精确保持惯性,否则无分裂矩阵能导致收缩的定常迭代,并指出其对不定系统预条件和多重网格平滑的影响。

摘要:

线性(化)方程组的求解是科学计算中许多问题的核心。特别是对于大维度的系统,迭代方法是主要途径。定常迭代方法通常基于矩阵分裂,而对于多项式迭代方法(如 Krylov 子空间迭代),分裂矩阵即为预条件子。多重网格方法中的平滑子通常是定常或多项式迭代。在此,我们考虑实对称不定和复 Hermitian 不定系数矩阵,并证明除非惯性被精确保持,否则没有任何分裂矩阵能导致收缩的定常迭代。正如我们进一步描述的,这对不定系统的预条件处理和多重网格的平滑具有影响。

英文摘要:

The solution of systems of linear(ized) equations lies at the heart of many problems in Scientific Computing. In particular for systems of large dimension, iterative methods are a primary approach. Stationary iterative methods are generally based on a matrix splitting, whereas for polynomial iterative methods such as Krylov subspace iteration, the splitting matrix is the preconditioner. The smoother in a multigrid method is generally a stationary or polynomial iteration. Here we consider real symmetric indefinite and complex Hermitian indefinite coefficient matrices and prove that no splitting matrix can lead to a contractive stationary iteration unless the inertia is exactly preserved. This has consequences for preconditioning for indefinite systems and smoothing for multigrid as we further describe.

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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