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Title

Toward efficient polynomial preconditioning for GMRES.

Authors

Loe, Jennifer A.; Morgan, Ronald B.

Abstract

We present a polynomial preconditioner for solving large systems of linear equations. The polynomial is derived from the minimum residual polynomial (the GMRES polynomial) and is more straightforward to compute and implement than many previous polynomial preconditioners. Our current implementation of this polynomial using its roots is naturally more stable than previous methods of computing the same polynomial. We implement further stability control using added roots, and this allows for high degree polynomials. We discuss the effectiveness and challenges of root‐adding and give an additional check for stability. In this article, we study the polynomial preconditioner applied to GMRES; however it could be used with any Krylov solver. This polynomial preconditioning algorithm can dramatically improve convergence for some problems, especially for difficult problems, and can reduce dot products by an even greater margin.

Subjects

POLYNOMIALS; LINEAR equations; LINEAR systems

Publication

Numerical Linear Algebra with Applications, 2022, Vol 29, Issue 4, p1

ISSN

1070-5325

Publication type

Academic Journal

DOI

10.1002/nla.2427

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