Preconditioning for nonsymmetry and time-dependence

E McDonald, S Hon, J Pestana, A Wathen - … Decomposition Methods in …, 2017 - Springer
E McDonald, S Hon, J Pestana, A Wathen
Domain Decomposition Methods in Science and Engineering XXIII, 2017Springer
For symmetric systems, rigorous convergence bounds can be obtained which depend only
on the eigenvalues of the system. However for nonsymmetric systems, no generally
descriptive convergence bounds are known and therefore the development of
preconditioners for these problems is typically heuristic. In this paper, we describe one
simple but frequently occurring example of nonsymmetric Toeplitz matrices, where we are
able to guarantee rapid convergence of an appropriate iterative method. The method …
Abstract
For symmetric systems, rigorous convergence bounds can be obtained which depend only on the eigenvalues of the system. However for nonsymmetric systems, no generally descriptive convergence bounds are known and therefore the development of preconditioners for these problems is typically heuristic. In this paper, we describe one simple but frequently occurring example of nonsymmetric Toeplitz matrices, where we are able to guarantee rapid convergence of an appropriate iterative method. The method employs a simple trick of reordering the variables to rewrite the system as a symmetric one. A symmetric positive definite absolute value preconditioner is also proposed which is used within a standard symmetric solver such as minres. We also show how this can be applied to time-dependent linear ODEs which are inherently nonsymmetric.
Springer
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