2020
DOI: 10.1002/nla.2315
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Preconditioning for accurate solutions of ill‐conditioned linear systems

Abstract: This paper develops the preconditioning technique as a method to address the accuracy issue caused by ill-conditioning. Given a preconditioner M for an ill-conditioned linear system Ax = b, we show that, if the inverse of the preconditioner M −1 can be applied to vectors accurately, then the linear system can be solved accurately. A stability concept called inverse-equivalent accuracy is introduced to describe the high accuracy that is achieved and an error analysis will be presented. Numerical examples are pr… Show more

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Cited by 3 publications
(1 citation statement)
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References 26 publications
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“…The fastest vertical mode, although being the most difficult to solve, has a relatively low condition number, C 0 ≃ 500 (corresponding to the current operational configuration) when compared to typical values encountered in recent literature (Ye, 2017, Soleymani, 2013 with typical values of ill-conditioned matrices larger than 10 10 . The remaining N i,i=1...N lev problems are even better conditioned and a very fast convergence using any iterative grid-point solver is expected for the majority of them, confirming the preconditioning effect of this vertical projection.…”
Section: Choice Of Strategymentioning
confidence: 84%
“…The fastest vertical mode, although being the most difficult to solve, has a relatively low condition number, C 0 ≃ 500 (corresponding to the current operational configuration) when compared to typical values encountered in recent literature (Ye, 2017, Soleymani, 2013 with typical values of ill-conditioned matrices larger than 10 10 . The remaining N i,i=1...N lev problems are even better conditioned and a very fast convergence using any iterative grid-point solver is expected for the majority of them, confirming the preconditioning effect of this vertical projection.…”
Section: Choice Of Strategymentioning
confidence: 84%