A two-level iterative scheme for general sparse linear systems based on approximate skew-symmetrizers

Abstract

We propose a two-level iterative scheme for solving general sparse linear systems. The proposed scheme consists of a sparse preconditioner that increases the skew-symmetric part and makes the main diagonal of the coefficient matrix as close to the identity as possible. The preconditioed system is then solved via a particular Minimal Residual Method for Shifted Skew-Symmetric Systems (mrs). This leads to a two-level (inner and outer) iterative scheme where the mrs has short term recurrences and satisfies an optimally condition. A preconditioner for the inner system is designed via a skew-symmetry preserving deflation strategy based on the skew-Lanczos process. We demonstrate the robustness of the proposed scheme on sparse matrices from various applications.