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Computational investigation of $\mathrm{IWZ}(k)$ precondition
I. M. Nikolsky Lomonosov Moscow State University, Dept. of Computational Mathematics and Cybernetics
Abstract:
Construction of effective preconditions for acceleration of iterative methods of system of linear
equations solution is a topical issue of modern computing mathematics. There are wide-spread
preconditions on the basis of various incomplete decompositions of system matrix.
This paper is devoted to the construction and investigation of a new precondition on the basis of
an incomplete $\mathrm{WZ}$-factorization. This precondition is a generalization of the previously described
$\mathrm{IWZ(0)}$ precondition. In $\mathrm{IWZ(0)}$ all elements of $W$ and $Z$ multipliers in the positions that do not
belong to the picture of system matrix, are zeroed. In a new precondition each raw of an assembly matrix $F=W+Z-E$ except for elements that belong to the picture of system matrix, consist of
the $k$ biggest elements that belong to the remaining positions. This precondition was named $\mathrm{ILU}(k)$. The work presents the results of computing experiments with the precondition that has been
used for accelerating BICG method. Systems with randomly generated disperse matrix were used
as test systems. Matrix had set spectral properties. It has been shown that in different problems a
new precondition was more effective than $\mathrm{IWZ (0)}$. The realization of BICG method and the
above mentioned preconditions in C programming language were written by the author.
Keywords:
WZ-factorization, preconditioning, iterative methods for SLAE solving, computational linear algebra.
Received: 21.03.2014
Citation:
I. M. Nikolsky, “Computational investigation of $\mathrm{IWZ}(k)$ precondition”, Matem. Mod., 26:11 (2014), 97–100
Linking options:
https://www.mathnet.ru/eng/mm3546 https://www.mathnet.ru/eng/mm/v26/i11/p97
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Abstract page: | 384 | Full-text PDF : | 161 | References: | 58 | First page: | 15 |
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