Year: 2018
Type: preprint
Abstract: Polynomial preconditioning can improve the convergence of the Arnoldi method for computing eigenvalues. Such preconditioning significantly reduces the cost of orthogonalization; for difficult problems, it can also reduce the number of matrix-vector products. Parallel computations can particularly benefit from the reduction of communication-intensive operations. The GMRES algorithm provides a simple and effective way of generating the preconditioning polynomial. For some problems high degree polynomials are especially effective, but they can lead to stability problems that must be mitigated. A two-level "double polynomial preconditioning" strategy provides an effective way to generate high-degree preconditioners.
Source: arXiv (Cornell University)
Institutions: Baylor University, Virginia Tech
Language: English
Topic: Matrix Theory and Algorithms
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
Funder: National Science Foundation
OpenAlex ID: W2809449270
