An Efficient Scaled spectral preconditioner for sequences of symmetric positive definite linear systems
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| Main Authors: | , , , |
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| Format: | Preprint |
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2024
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| _version_ | 1866929525515878400 |
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| author | Diouane, Youssef Gürol, Selime Mouhtal, Oussama Orban, Dominique |
| author_facet | Diouane, Youssef Gürol, Selime Mouhtal, Oussama Orban, Dominique |
| contents | We explore a scaled spectral preconditioner for the efficient solution of sequences of symmetric and positive-definite linear systems. We design the scaled preconditioner not only as an approximation of the inverse of the linear system but also with consideration of its use within the conjugate gradient (CG) method. We propose three different strategies for selecting a scaling parameter, which aims to position the eigenvalues of the preconditioned matrix in a way that reduces the energy norm of the error, the quantity that CG monotonically decreases at each iteration. Our focus is on accelerating convergence especially in the early iterations, which is particularly important when CG is truncated due to computational cost constraints. Numerical experiments provide in data assimilation confirm that the scaled spectral preconditioner can significantly improve early CG convergence with negligible computational cost. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_02204 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | An Efficient Scaled spectral preconditioner for sequences of symmetric positive definite linear systems Diouane, Youssef Gürol, Selime Mouhtal, Oussama Orban, Dominique Numerical Analysis Optimization and Control 68Q25, 68R10, 68U05 We explore a scaled spectral preconditioner for the efficient solution of sequences of symmetric and positive-definite linear systems. We design the scaled preconditioner not only as an approximation of the inverse of the linear system but also with consideration of its use within the conjugate gradient (CG) method. We propose three different strategies for selecting a scaling parameter, which aims to position the eigenvalues of the preconditioned matrix in a way that reduces the energy norm of the error, the quantity that CG monotonically decreases at each iteration. Our focus is on accelerating convergence especially in the early iterations, which is particularly important when CG is truncated due to computational cost constraints. Numerical experiments provide in data assimilation confirm that the scaled spectral preconditioner can significantly improve early CG convergence with negligible computational cost. |
| title | An Efficient Scaled spectral preconditioner for sequences of symmetric positive definite linear systems |
| topic | Numerical Analysis Optimization and Control 68Q25, 68R10, 68U05 |
| url | https://arxiv.org/abs/2410.02204 |