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Low-rank updates of balanced incomplete factorization preconditioners

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Low-rank updates of balanced incomplete factorization preconditioners

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dc.contributor.author Cerdán Soriano, Juana Mercedes es_ES
dc.contributor.author Marín Mateos-Aparicio, José es_ES
dc.contributor.author Mas Marí, José es_ES
dc.date.accessioned 2018-09-17T07:09:27Z
dc.date.available 2018-09-17T07:09:27Z
dc.date.issued 2017 es_ES
dc.identifier.issn 1017-1398 es_ES
dc.identifier.uri http://hdl.handle.net/10251/107359
dc.description.abstract [EN] Let Ax = b be a large and sparse system of linear equations where A is a nonsingular matrix. An approximate solution is frequently obtained by applying preconditioned terations. Consider the matrix B = A + PQT where P,Q ∈ Rn×k are full rank matrices. In this work, we study the problem of updating a previously computed preconditioner for A in order to solve the updated linear system Bx = b by preconditioned iterations. In particular, we propose a method for updating a Balanced Incomplete Factorization preconditioner. The strategy is based on the computation of an approximate Inverse Sherman-Morrison decomposition for an equivalent augmented linear system. Approximation properties of the preconditioned matrix and an analysis of the computational cost of the algorithm are studied. Moreover the results of the numerical experiments with different types of problems show that the proposed method contributes to accelerate the convergence. es_ES
dc.description.sponsorship This work was supported by the Spanish Ministerio de Economia y Competitividad under grant MTM2014-58159-P.
dc.language Inglés es_ES
dc.publisher Springer-Verlag es_ES
dc.relation.ispartof Numerical Algorithms es_ES
dc.rights Reserva de todos los derechos es_ES
dc.subject Iterative methods es_ES
dc.subject Preconditioning es_ES
dc.subject Low rank update es_ES
dc.subject Balanced incomplete factorization es_ES
dc.subject Sparse linear systems es_ES
dc.subject.classification MATEMATICA APLICADA es_ES
dc.title Low-rank updates of balanced incomplete factorization preconditioners es_ES
dc.type Artículo es_ES
dc.identifier.doi 10.1007/s11075-016-0151-6 es_ES
dc.relation.projectID info:eu-repo/grantAgreement/MINECO//MTM2014-58159-P/ES/PRECONDICIONADORES PARA SISTEMAS DE ECUACIONES LINEALES, PROBLEMAS DE MINIMOS CUADRADOS, CALCULO DE VALORES PROPIOS Y APLICACIONES TECNOLOGICAS/ es_ES
dc.rights.accessRights Abierto es_ES
dc.contributor.affiliation Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada es_ES
dc.description.bibliographicCitation Cerdán Soriano, JM.; Marín Mateos-Aparicio, J.; Mas Marí, J. (2017). Low-rank updates of balanced incomplete factorization preconditioners. Numerical Algorithms. 74(2):337-370. https://doi.org/10.1007/s11075-016-0151-6 es_ES
dc.description.accrualMethod S es_ES
dc.relation.publisherversion http://doi.org/10.1007/s11075-016-0151-6 es_ES
dc.description.upvformatpinicio 337 es_ES
dc.description.upvformatpfin 370 es_ES
dc.type.version info:eu-repo/semantics/publishedVersion es_ES
dc.description.volume 74 es_ES
dc.description.issue 2 es_ES
dc.relation.pasarela S\325855 es_ES
dc.contributor.funder Ministerio de Economía, Industria y Competitividad es_ES
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