Basic HTML version of Foils prepared March 15 00

Foil 8 Preconditioning

From Collection of Extra Foils for CPS615 PDE Iterative Solution Discussion CPS615 Spring Semester 00 -- March 00. by Geoffrey C. Fox


One can change A and b by preconditioning
M1-1 A (M2-1 M2)x = M1-1 b
is same equation as before for any choice of matrices M1 and M2
All these choices are designed to accelerate convergence of iterative methods
Anew = M1-1 A M2-1
xnew = M2 x
bnew = M1-1 b
We choose M1 and M2 to make our standard methods perform better
There are specialized preconditioning ideas and perhaps better general approaches such as multigrid and Incomplete LU (ILU) decomposition
Anew xnew = bnew has same form as above and we can apply any of the methods that we used on A x = b



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