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A comparison of abstract versions of deflation, balancing and additive coarse grid correction preconditioners
Author(s) -
Nabben R.,
Vuik C.
Publication year - 2008
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.571
Subject(s) - preconditioner , condition number , conjugate gradient method , mathematics , grid , linear system , algorithm , mathematical analysis , geometry , eigenvalues and eigenvectors , physics , quantum mechanics
In this paper we consider various preconditioners for the conjugate gradient (CG) method to solve large linear systems of equations with symmetric positive definite system matrix. We continue the comparison between abstract versions of the deflation, balancing and additive coarse grid correction preconditioning techniques started in ( SIAM J. Numer. Anal. 2004; 42 :1631–1647; SIAM J. Sci. Comput. 2006; 27 :1742–1759). There the deflation method is compared with the abstract additive coarse grid correction preconditioner and the abstract balancing preconditioner. Here, we close the triangle between these three methods. First of all, we show that a theoretical comparison of the condition numbers of the abstract additive coarse grid correction and the condition number of the system preconditioned by the abstract balancing preconditioner is not possible. We present a counter example, for which the condition number of the abstract additive coarse grid correction preconditioned system is below the condition number of the system preconditioned with the abstract balancing preconditioner. However, if the CG method is preconditioned by the abstract balancing preconditioner and is started with a special starting vector, the asymptotic convergence behavior of the CG method can be described by the so‐called effective condition number with respect to the starting vector. We prove that this effective condition number of the system preconditioned by the abstract balancing preconditioner is less than or equal to the condition number of the system preconditioned by the abstract additive coarse grid correction method. We also provide a short proof of the relationship between the effective condition number and the convergence of CG. Moreover, we compare the A ‐norm of the errors of the iterates given by the different preconditioners and establish the orthogonal invariants of all three types of preconditioners. Copyright © 2008 John Wiley & Sons, Ltd.