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Twofold deflation preconditioning of linear algebraic systems. I. Theory

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Abstract

In this paper, preconditioning of linear algebraic systems with symmetric positive-definite coefficient matrices by deflation is considered. The twofold deflation technique for simultaneously deflating largest s and smallest s eigenvalues using an appropriate deflating subspace of dimension s is suggested. The possibility of using the extreme Ritz vectors of the coefficient matrix for deflation is analyzed. Bibliography: 15 titles.

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Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 229, 1995, pp. 95–152.

Translated by L. Yu. Kolotilina.

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Kolotilina, L.Y. Twofold deflation preconditioning of linear algebraic systems. I. Theory. J Math Sci 89, 1652–1689 (1998). https://doi.org/10.1007/BF02355371

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