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On choice of preconditioner for minimum residual methods for nonsymmetric matrices

Abstract:

Existing convergence bounds for Krylov subspace methods such as GMRES for nonsymmetric linear systems give little mathematical guidance for the choice of preconditioner. Here, we establish a desirable mathematical property of a preconditioner which guarantees that convergence of a minimum residual method will essentially depend only on the eigenvalues of the preconditioned system, as is true in the symmetric case. Our theory covers only a subset of nonsymmetric coefficient matrices but comput...

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Publication date:
2010-08-05
URN:
uuid:82ce2de8-c992-4622-94b0-e26ef23a3b75
Local pid:
oai:eprints.maths.ox.ac.uk:965

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