Computational methods in applied mathematics

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Vol.10(2010), No. 2
Home > Issues - Vol.10(2010), No. 2 > p. 119-136
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A Preconditioned Minimal Residual Solver for a Class of Linear Operator Equations

O. Awono
Ecole Nationale Supérieure Polytechnique, University of Yaoundé
I, PO.Box 8390 Yaoundé, Cameroon
J. Tagoudjeu
Ecole Nationale Supérieure Polytechnique, University of Yaoundé
I, PO.Box 8390 Yaoundé, Cameroon
Abstract : We consider the class of linear operator equations with operators admitting self-adjoint positive definite and m-accretive splitting (SAS). This splitting leads to an ADI-like iterative method which is equivalent to a fixed point problem where the operator is a 2 by 2 matrix of operators. An infinite dimensional adaptation of a minimal residual algorithm with Symmetric Gauss-Seidel and polynomial preconditioning is then applied to solve the resulting matrix operator equation. Theoretical analysis shows the convergence of the methods, and upper bounds for the decrease rate of the residual are derived. The convergence of the methods is numerically illustrated with the example of the neutron transport problem in 2-D geometry.
2000 MSC : 65J10, 65Jxx, 47Bxx, 47B44,82D75 65Bxx, 65-XX

Keywords : minimal residual methods, preconditioning, neutron transport, self-adjoint operator, m-accretive, operator splitting



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