Updating preconditioners for the solution of sequences of large and sparse saddle-point linear systems via Krylov methods has received increasing attention in the last few years, because it allows to reduce the cost of preconditioning while keeping the efficiency of the overall solution process. This paper provides a short survey of the two approaches proposed in the literature for this problem: updating the factors of a preconditioner available in a block $LDL^T$ form, and updating a preconditioner via a limited-memory technique inspired by quasi-Newton methods.
On preconditioner updates for sequences of saddle-point linear systems / Valentina De Simone, ; Daniela di Serafino, ; Benedetta, Morini. - In: COMMUNICATIONS IN APPLIED AND INDUSTRIAL MATHEMATICS. - ISSN 2038-0909. - STAMPA. - 9:(2018), pp. 35-41. [10.1515/caim-2018-0003]
On preconditioner updates for sequences of saddle-point linear systems
Benedetta Morini
2018
Abstract
Updating preconditioners for the solution of sequences of large and sparse saddle-point linear systems via Krylov methods has received increasing attention in the last few years, because it allows to reduce the cost of preconditioning while keeping the efficiency of the overall solution process. This paper provides a short survey of the two approaches proposed in the literature for this problem: updating the factors of a preconditioner available in a block $LDL^T$ form, and updating a preconditioner via a limited-memory technique inspired by quasi-Newton methods.I documenti in FLORE sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.