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In this note, the additive block diagonal preconditioner (Bai et al., Numer. Algorithms 62, 655–675 2013) and the block triangular preconditioner (Pearson and Wathen, Numer. Linear Algebra Appl. 19, 816–829… Click to show full abstract
In this note, the additive block diagonal preconditioner (Bai et al., Numer. Algorithms 62, 655–675 2013) and the block triangular preconditioner (Pearson and Wathen, Numer. Linear Algebra Appl. 19, 816–829 2012) are further studied and optimized, respectively. The eigenvalue properties of these two preconditioned matrices are analyzed by new way and an expression of the quasi-optimal parameter is derived. Particularly, when W − T or T − W is symmetric positive semidefinite, the exact eigenvalue bounds are obtained which are tighter than the state of the art. At last, numerical experiments are presented to show the effectiveness of the two proposed optimized preconditioners.
Journal Title: Numerical Algorithms
Year Published: 2018
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