Print Email Facebook Twitter Convergence analysis of multilevel sequentially semiseparable preconditioners Title Convergence analysis of multilevel sequentially semiseparable preconditioners Author Qiu, Y. van Gijzen, M.B. van Wingerden, J.W. Verhaegen, M. Vuik, C. Faculty Electrical Engineering, Mathematics and Computer Science Department Delft Institute of Applied Mathematics Date 2015-12-31 Abstract Multilevel sequentially semiseparable (MSSS) matrices form a class of structured matrices that have low-rank off-diagonal structure, which allows the matrix-matrix operations to be performed in linear computational complexity. MSSS preconditioners are computed by replacing the Schur complements in the block LU factorization of the global linear system by MSSS matrix approximations with low off-diagonal rank. In this manuscript, we analyze the convergence properties of such preconditioners. We show that the spectrum of the preconditioned system is contained in a circle centered at (1, 0) and give an analytic bound of the radius of this circle. This radius can be made arbitrarily small by properly setting a parameter in the MSSS preconditioner. Our results apply to a wide class of linear systems. The system matrix can be either symmetric or unsymmetric, definite or indefinite. We demonstrate our analysis by numerical experiments. Subject multilevel sequentially semiseparable preconditionersconvergence analysissaddlepoint systemsHelmholtz equation To reference this document use: http://resolver.tudelft.nl/uuid:6c51bab4-13f3-436f-9216-f286e6394333 Publisher Delft University of Technology, Faculty of Electrical Engineering, Mathematics and Computer Science, Delft Institute of Applied Mathematics ISSN 1389-6520 Source Reports of the Delft Institute of Applied Mathematics, 15-01 Part of collection Institutional Repository Document type report Rights (c) 2015 Delft Institute of Applied Mathematics Files PDF 320292.pdf 1.43 MB Close viewer /islandora/object/uuid:6c51bab4-13f3-436f-9216-f286e6394333/datastream/OBJ/view