Abstract
The rates of convergence of iterative methods with standard preconditioning techniques usually degrade when the skew-symmetric part S of the matrix is relatively large. In this paper, we address the issue of preconditioning matrices with such large skew-symmetric parts. The main idea of the preconditioner is to split the matrix into its symmetric and skew-symmetric parts and to “invert” the (shifted) skew-symmetric matrix. Successful use of the method requires the solution of a linear system with matrix I+S. An efficient method is developed using the normal equations, preconditioned by an incomplete orthogonal factorization.
Numerical experiments on various systems arising in physics show that the reduction in terms of iteration count compensates for the additional work per iteration when compared to standard preconditioners.
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Golub, G.H., Vanderstraeten, D. On the preconditioning of matrices with skew-symmetric splittings. Numerical Algorithms 25, 223–239 (2000). https://doi.org/10.1023/A:1016637813615
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DOI: https://doi.org/10.1023/A:1016637813615