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.