On preconditioning and penalized matrices

Show simple item record
dc.contributor.authorDostál, Zdeněk
dc.date.accessioned2007-08-14T11:16:23Z
dc.date.available2007-08-14T11:16:23Z
dc.date.issued1999
dc.descriptionIssue 2 = Special Issue: Czech-US Workshop on Iterative Methods and Parallel Computingen
dc.description.abstract-enAn alternative approach to the preconditioning of a system of linear equations with a matrix A + rho (CC)-C-T that is the sum of a positive definite matrix A and a penalization term is proposed. After showing that there is a gap in the spectrum of A + rho (CC)-C-T provided is sufficiently large, a preconditioner for A is applied to A + rho (CC)-C-T in such a way that it preserves the gap in the spectrum but still improves the convergence of the conjugate gradient method. A bound on the rate of convergence of the conjugate gradient method with our preconditioning based on the estimates by Axelsson is given that depends neither on nor on the rank of C. Numerical experiments confirm the efficiency of the approach presented.en
dc.identifier.citationNumerical Linear Algebra with Applications. 1999, vol. 6, issue 2, p. 109-114.en
dc.identifier.doi10.1002/(SICI)1099-1506(199903)6:2<109::AID-NLA150>3.0.CO;2-0
dc.identifier.issn1070-5325
dc.identifier.issn1099-1506
dc.identifier.locationNení ve fondu ÚKen
dc.identifier.urihttp://hdl.handle.net/10084/61832
dc.identifier.wos000081574000003
dc.language.isoenen
dc.publisherWileyen
dc.relation.ispartofseriesNumerical Linear Algebra with Applicationsen
dc.relation.urihttp://dx.doi.org/10.1002/(SICI)1099-1506(199903)6:2<109::AID-NLA150>3.0.CO;2-0en
dc.subjectpenalized matricesen
dc.subjectpreconditioningen
dc.subjectaugmented Lagrangiansen
dc.titleOn preconditioning and penalized matricesen
dc.typearticleen

Files

Collections

Publikační činnost VŠB-TUO ve Web of Science / Publications of VŠB-TUO in Web of Science