RUS  ENG
Full version
JOURNALS // Sibirskii Zhurnal Vychislitel'noi Matematiki // Archive

Sib. Zh. Vychisl. Mat., 2004 Volume 7, Number 4, Pages 335–343 (Mi sjvm169)

O n the theory of the generalized augmented matrix preconditioning method

M. R. Larinab, A. Padiyc

a Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences
b Rhenish-Westphalian Technical University, Institute für Geometrie und Praktische Mathematik
c Philips Research Laboratories

Abstract: This paper is devoted to an improvement of the theory of the recently proposed generalized augmented matrix preconditioning method [5]. Namely, we compute a sharp lower bound on the eigenvalues of a preconditioned matrix based on the properties of a projector involved in its definition.

Key words: linear system, augmented matrix, preconditioning method.

UDC: 519.6, 22.193.1

Received: 23.04.2003

Language: English



Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024