Convergence estimates for algebraic multilevel preconditioner

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Author(s) : Matthias Bollhöfer , Volker Mehrmann

The paper is published : In V.~Olshevsky, editor, Fast Algorithms for Structured Matrices: Theory and Applications, volume 323, pages 293--312. AMS, SIAM, 2003.

MSC 2000

65F05 Direct methods for linear systems and matrix inversion
65F10 Iterative methods for linear systems
65F50 Sparse matrices
65Y05 Parallel computation

Abstract :
We discuss the construction of algebraic multilevel preconditioners for the conjugate gradient method and derive explicit and sharp bounds for the convergence rates. We present several numerical examples that demonstrate the efficiency of the preconditioner.

Keywords : sparse approximate inverse, sparse matrix,algebraic multilevel method, preconditioning, conjugate gradient method,Krylov subspace method