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Additive Preconditioning in Matrix Computations

Research Authors
V. Pan, B. Murphy, R. Rosholt, D. Ivolgin, G. Qian , I. Taj-Eddin, Y. Tang, X. Yan
Research Department
Research Journal
Proceedings in Applied Mathematics and Mechanics, Published Online: Dec-12-2008.doi:10.1002/pamm.200701105
Research Rank
3
Research Publisher
Wiley Online Library
Research Vol
Volume 7, Number 1
Research Website
http://onlinelibrary.wiley.com/doi/10.1002/pamm.200710001/abstract
Research Year
2007
Research_Pages
1021201-1021202
Research Abstract

We combine our novel SVD-free additive preconditioning with aggregation and other relevant techniques to facilitate the
solution of a linear system of equations and other fundamental matrix computations. Our analysis and experiments show the power of our algorithms, guide us in selecting most effective policies of preconditioning and aggregation, and provide some new insights into these and related subjects. Compared to the popular SVD-based multiplicative preconditioners, our additive preconditioners are generated more readily and for a much larger class of matrices. Furthermore, they better preserve matrix structure and sparseness and have a wider range of applications (e.g., they facilitate the solution of a consistent singular linear system of equations and of the eigen-problem).