Name
Abstract | ||
|---|---|---|
The rates of convergence of iterative methods with standard preconditioning techniques usually degrade when the skew-symmetric part S of the matrix is relatively large. In this paper, we address the issue of preconditioning matrices with such large skew-symmetric parts. The main idea of the preconditioner is to split the matrix into its symmetric and skew-symmetric parts and to “invert” the (shifted) skew-symmetric matrix. Successful use of the method requires the solution of a linear system with matrix I+S. An efficient method is developed using the normal equations, preconditioned by an incomplete orthogonal factorization. |
Year | DOI | Venue |
|---|---|---|
2000 | 10.1023/A:1016637813615 | Numerical Algorithms |
Keywords | Field | DocType |
preconditioning,skew-symmetry,incomplete orthogonal,factorization | Mathematical optimization,Skew-symmetric matrix,Nonnegative matrix,Mathematical analysis,Matrix (mathematics),Matrix decomposition,Square matrix,Symmetric matrix,Block matrix,Mathematics,Matrix splitting | Journal |
Volume | Issue | ISSN |
25 | 1 | 1572-9265 |
Citations | PageRank | References |
18 | 4.34 | 2 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Gene H. Golub | 1 | 2558 | 856.07 |
| Denis Vanderstraeten | 2 | 71 | 10.01 |