On the choice of preconditioner for minimum residual methods for non-Hermitian matrices

Journal article

We consider the solution of left preconditioned linear systems P- 1Cx=P-1c, where P,CECn×n are non-Hermitian, cECn, and C, P, and P-1C are diagonalisable with spectra symmetric about the real line. We prove that, when P and C are self-adjoint with respect to the same Hermitian sesquilinear form, the convergence of a minimum residual method in a particular nonstandard inner product applied to the preconditioned linear system is bounded by a term that depends only on the spectrum of P-1C. The inner product is related to the spectral decomposition of P. When P is self-adjoint with respect to a nearby Hermitian sesquilinear form to C, the convergence of a minimum residual method in this nonstandard inner product applied to the preconditioned linear system is bounded by a term involving the eigenvalues of P-1C and a constant factor. The size of this factor is related to the nearness of the Hermitian sesquilinear forms. Numerical experiments indicate that for certain matrices eigenvalue-dependent convergence is observed both for the nonstandard method and for standard GMRES. © 2013 Elsevier B.V. All rights reserved.

Authors: Pestana, J; Wathen, A

• Publication status: Published
• Journal: JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
• Volume: 249
• Pages: 57-68
• Publication date: 2013-09-01
• DOI: 10.1016/j.cam.2013.02.020
• ISSN: 0377-0427
• Language: English
• Keywords: Non-Hermitian matrices; Nonstandard inner product; GMRES; Preconditioning