The Mathematical Institute, University of Oxford, Eprints Archive

Chebyshev semi-iteration in Preconditioning

Rees, Tyrone and Wathen, A. J. (2008) Chebyshev semi-iteration in Preconditioning. Technical Report. Unspecified. (Submitted)



It is widely believed that Krylov subspace iterative methods are better than Chebyshev semi-iterative methods. When the solution of a linear system with a symmetric and positive definite coefficient matrix is required then the Conjugate Gradient method will compute the optimal approximate solution from the appropriate Krylov subspace, that is, it will implicitly compute the optimal polynomial. Hence a semi-iterative method, which requires eigenvalue bounds and computes an explicit polynomial, must, for just a little less computational work, give an inferior result. In this manuscript we identify a specific situation in the context of preconditioning when the Chebyshev semi-iterative method is the method of choice since it has properties which make it superior to the Conjugate Gradient method.

Item Type:Technical Report (Technical Report)
Subjects:H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:1064
Deposited By: Lotti Ekert
Deposited On:21 Apr 2011 07:32
Last Modified:29 May 2015 18:45

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