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A ROBUST ITERATIVE SCHEME FOR SYMMETRIC INDEFINITE SYSTEMS
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Date
2019-01-01
Author
Manguoğlu, Murat
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We propose a two-level nested preconditioned iterative scheme for solving sparse linear systems of equations in which the coefficient matrix is symmetric and indefinite with a relatively small number of negative eigenvalues. The proposed scheme consists of an outer minimum residual (MINRES) iteration, preconditioned by an inner conjugate gradient (CG) iteration in which CG can be further preconditioned. The robustness of the proposed scheme is illustrated by solving indefinite linear systems that arise in the solution of quadratic eigenvalue problems in the context of model reduction methods for finite element models of disk brakes as well as on other problems that arise in a variety of applications.
Subject Keywords
Applied Mathematics
,
Computational Mathematics
URI
https://hdl.handle.net/11511/42790
Journal
SIAM JOURNAL ON SCIENTIFIC COMPUTING
DOI
https://doi.org/10.1137/18m1190860
Collections
Department of Computer Engineering, Article
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M. Manguoğlu, “A ROBUST ITERATIVE SCHEME FOR SYMMETRIC INDEFINITE SYSTEMS,”
SIAM JOURNAL ON SCIENTIFIC COMPUTING
, pp. 0–0, 2019, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/42790.