Rational approximation preconditioners for sparse linear systems

Philippe Guillaume, Yousef Saad, Masha Sosonkina

Research output: Contribution to journalArticle

Abstract

This paper presents a class of preconditioning techniques which exploit rational function approximations to the inverse of the original matrix. The matrix is first shifted and then an incomplete LU factorization of the resulting matrix is computed. The resulting factors are then used to compute a better preconditioner for the original matrix. Since the incomplete factorization is made on a shifted matrix, a good LU factorization is obtained without allowing much fill-in. The result needs to be extrapolated to the nonshifted matrix. Thus, the main motivation for this process is to save memory. The method is useful for matrices whose incomplete LU factorizations are poor, e.g., unstable.

Original languageEnglish (US)
Pages (from-to)419-442
Number of pages24
JournalJournal of Computational and Applied Mathematics
Volume158
Issue number2
DOIs
StatePublished - Sep 15 2003

Keywords

  • Incomplete LU factorization
  • Matrix diagonal shifting
  • Padé approximation
  • Preconditioning
  • Rational approximation

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