Comparaison d'un préconditionneur spectral et d'un préconditionneur de type quasi-Newton à mémoire limitée pour la résolution de systèmes linéaires à seconds membres variables.

Abstract

The main goal of this work is to compare two preconditioners used for the resolution of a sequence of linear systems with a constant symmetric positive definite matrix and multiple right-hand sides. The first preconditioner is built on the spectral information of the matrix of the system and the second one is built on limited-memory quasi-Newton formulas. We first describe the methods used to construct these preconditioners. We then present a theoretical study of the two preconditioners. We finally propose a set of numerical experiments that we analyze in details and we compare the relative performance of the two preconditioners.

Date of Award	2004
Original language	French
Supervisor	Annick Sartenaer (Supervisor), Serge Gratton (Jury) & Philippe TOINT (Jury)