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Evaluations of Parameters for the Optimization of S.S.O.R. and A.D.I. Preconditioning

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Abstract

The main goal of this paper is to give two ways to estimate the needed parameters in order to obtain the condition number of S.S.O.R. preconditioned matrices, namely, the algebraic matricial formulation of convexity Riesz theorem and the tridiagonal Fourier analysis. The improvement with respect to Axelsson's approach is explicitly given. Estimations of the condition number in the case of A.D.I. preconditioning is also considered.

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Spiteri, P., Miellou, J. & Bahi, J. Evaluations of Parameters for the Optimization of S.S.O.R. and A.D.I. Preconditioning. Numerical Algorithms 29, 249–265 (2002). https://doi.org/10.1023/A:1014884611836

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