Mat-1.3656 Seminar on
numerical analysis and computational science
Monday, March 30, 2009, room
U322 at 14.15, Eirola & Stenberg
Mikko Byckling, TKK Mat
Approximate factoring of the inverse
In this talk, we consider an algebraic approach to preconditioning
linear systems by computing approximate factors. We associate the
approximate factoring problem with a minimization problem involving
sparse matrix subspaces.
To approximately solve the minimization problem we approximately
compute the smallest singular values of a linear operator by using the
power method with sparse-sparse operations.
We address the choice of subspaces W and V
and give numerical examples of convergence when the approximate
factors are used to precondition restarted GMRES.