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A note on simultaneous preconditioning and symmetrization of non‐symmetric linear systems
Author(s) -
Ghoussoub Nassif,
Moradifam Amir
Publication year - 2011
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.730
Subject(s) - symmetrization , mathematics , duality (order theory) , partial differential equation , linear system , scheme (mathematics) , iterative method , mathematical optimization , mathematical analysis , pure mathematics
Motivated by the theory of self‐duality that provides a variational formulation and resolution for non‐self‐adjoint partial differential equations ( Ann. Inst. Henri Poincaré ( C ) Anal Non Linéaire 2007; 24 :171–205; Selfdual Partial Differential Systems and Their Variational Principles . Springer: New York, 2008), we propose new templates for solving large non‐symmetric linear systems. The method consists of combining a new scheme that simultaneously preconditions and symmetrizes the problem, with various well‐known iterative methods for solving linear and symmetric problems. The approach seems to be efficient when dealing with certain ill‐conditioned, and highly non‐symmetric systems. The numerical and theoretical results are provided to show the efficiency of our approach. Copyright © 2010 John Wiley & Sons, Ltd.