A Comparative Study of Iterative Solvers Exploiting Spectral Information for
SPD Systems
L. Giraud, D. Ruiz,
A.Touhami
CERFACS and ENSEEIHT-IRIT, France
Abstract
We intend to solve the linear system Ax=b where A is large sparse and
symmetric positive definite. We consider solution techniques that exploit
spectral information about the matrix A. In this talk, we will describe the
various techniques as well as the observed numerical behaviours on a set of
model problems from Matrix Market. We will discuss their numerical
efficiency, computational complexity and sensitivity to the accuracy of the
spectral information.
Keywords: Chebyshev polynomial, Block Lanczos method, filtering, deflation,
preconditioning, iterative methods.