1. An inverse LU preconditioner based on the Sherman–Morrison formula
- Author
-
Bru R., Cerdán J., Marín J., and Mas J.
- Subjects
nonsymmetric linear systems ,iterative methods ,aproximate inverse lu preconditioning ,sherman-morrison formula ,primary 65f08, 65f10 ,secondary 65f50 ,Mathematics ,QA1-939 - Abstract
An approximate inverse LU preconditioner is constructed based on the Sherman–Morrison formula. Applying recursively that inversion formula a multiplicative decomposition of the inverse of a matrix is obtained. This recursion in compact form is the base to build the proposed preconditioner that we call V–AISM. For nonsingular M-matrices and H-matrices of the invertible class the stability of the preconditioner is proved. Numerical results show that V–AISM is robust and competitive compared with other preconditioners.
- Published
- 2024
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