Optimality properties of a square block matrix preconditioner with applications

0534408 - ÚGN 2021 RIV GB eng J - Journal Article
Axelsson, Owe
Optimality properties of a square block matrix preconditioner with applications.
Computers & Mathematics With Applications. Roč. 80, č. 2 (2020), s. 286-294. ISSN 0898-1221. E-ISSN 1873-7668
R&D Projects: GA MŠMT LQ1602
Institutional support: RVO:68145535
Keywords : preconditioning * square block matrices * optimal control * subspace observation and control
OECD category: Applied mathematics
Impact factor: 3.476, year: 2020
Method of publishing: Limited access
https://www.sciencedirect.com/science/article/pii/S0898122119304808

A preconditioned square block matrix, called PRESB has previously been applied successfully and, for more standard type of problems, have been shown to have eigenvalue bounds in the interval , which holds uniformly with respect to all parameters involved. Having such fixed bounds enables the use of an inner-product free acceleration method, such as the Chebyshev iterative method. Here it is shown that the method can be applied also for some more general problems, where the spectrum contains outlier eigenvalues larger than unity and that one can apply a polynomially modified version of the Chebyshev method for such problems.
Permanent Link: http://hdl.handle.net/11104/0312608