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Mathematics of Computation
Mathematics of Computation
ISSN 1088-6842(online) ISSN 0025-5718(print)

 

A preconditioned GMRES method for nonsymmetric or indefinite problems


Authors: Jinchao Xu and Xiao-Chuan Cai
Journal: Math. Comp. 59 (1992), 311-319
MSC: Primary 65F30; Secondary 65F10, 65F35, 65N30
MathSciNet review: 1134741
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Abstract: A preconditioning technique is proposed for nonsymmetric or indefinite linear systems of equations. The main idea in our theory, roughly speaking, is first to use some "coarser mesh" space to correct the nonpositive portion of the eigenvalues of the underlying operator and then switch to use a symmetric positive definite preconditioner. The generality of our theory allows us to apply any known preconditioners that were orginally designed for symmetric positive definite problems to nonsymmetric or indefinite problems, without losing the optimality that the original one has. Some numerical experiments based on GMRES are reported.


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Additional Information

DOI: http://dx.doi.org/10.1090/S0025-5718-1992-1134741-1
PII: S 0025-5718(1992)1134741-1
Article copyright: © Copyright 1992 American Mathematical Society