4.6 Article

Preconditioning highly indefinite and nonsymmetric matrices

Journal

SIAM JOURNAL ON SCIENTIFIC COMPUTING
Volume 22, Issue 4, Pages 1333-1353

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SIAM PUBLICATIONS
DOI: 10.1137/S1064827599361308

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Standard preconditioners, like incomplete factorizations, perform well when the coefficient matrix is diagonally dominant, but often fail on general sparse matrices. We experiment with nonsymmetric permutations and scalings aimed at placing large entries on the diagonal in the context of preconditioning for general sparse matrices. The permutations and scalings are those developed by Olschowka and Neumaier [Linear Algebra Appl., 240 (1996), pp. 131-151] and by Duff and Koster [SIAM J. Matrix Anal. Appl., 20 (1999), pp. 889-901; Tech report Ral-Tr-99-030, Rutherford Appleton Laboratory, Chilton, UK, 1999]. We target highly indefinite, nonsymmetric problems that cause difficulties for preconditioned iterative solvers. Our numerical experiments indicate that the reliability and performance of preconditioned iterative solvers are greatly enhanced by such preprocessing.

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