Preconditioned normal equations for solving discretised partial differential equations

Fuente: arXiv
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Autori principali: Lazzarino, Lorenzo, Nakatsukasa, Yuji, Zerbinati, Umberto
Natura: Preprint
Pubblicazione: 2025
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author Lazzarino, Lorenzo
Nakatsukasa, Yuji
Zerbinati, Umberto
author_facet Lazzarino, Lorenzo
Nakatsukasa, Yuji
Zerbinati, Umberto
contents This paper explores preconditioning the normal equation for non-symmetric square linear systems arising from PDE discretization, focusing on methods like CGNE and LSQR. The concept of ``normal'' preconditioning is introduced and a strategy to construct preconditioners studying the associated ``normal'' PDE is presented. Numerical experiments on convection-diffusion problems demonstrate the effectiveness of this approach in achieving fast and stable convergence.
format Preprint
id arxiv_https___arxiv_org_abs_2502_17626
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Preconditioned normal equations for solving discretised partial differential equations
Lazzarino, Lorenzo
Nakatsukasa, Yuji
Zerbinati, Umberto
Numerical Analysis
65F08, 65N22, 65H10, 65N30, 65N06, 65N55
This paper explores preconditioning the normal equation for non-symmetric square linear systems arising from PDE discretization, focusing on methods like CGNE and LSQR. The concept of ``normal'' preconditioning is introduced and a strategy to construct preconditioners studying the associated ``normal'' PDE is presented. Numerical experiments on convection-diffusion problems demonstrate the effectiveness of this approach in achieving fast and stable convergence.
title Preconditioned normal equations for solving discretised partial differential equations
topic Numerical Analysis
65F08, 65N22, 65H10, 65N30, 65N06, 65N55
url https://arxiv.org/abs/2502.17626