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S. Dollar
| Speaker: |
S. Dollar (Oxford University)
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| Date: |
Wednesday September 22,
2004 |
| Title: |
On implicit-factorization
block preconditioners
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Abstract
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Preconditioning
is essential for the reduction of computations in solving large linear systems.
We shall consider a class of indefinite systems that arise in many areas,
e.g. constrained optimization and Navier-Stokes problems. The focus of the
talk will be on constraint preconditioning. The results of Keller, Gould and
Wathen are extended to a wider set of indefinite systems and, as such, the
class of problems for which the conjugate gradient method can be used is
widened.
Furthermore, we shall introduce a new method for constructing constraint
preconditioners - implicit-factorization block preconditioners. This method
significantly decreases the computational time required to solve a large number
of our test examples. The approach is implemented in Matlab and applied to
a set of test problems obtained from the CUTEr collection.
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