Preconditioner updates for solving sequences of linear systems in matrix-free environment

Abstract

We present two new ways of preconditioning sequences of nonsymmetric linear systems in the special case where the implementation is matrix free. Both approaches are fully algebraic, they are based on the general updates of incomplete LU decompositions recently introduced in (SIAM J. Sci. Comput. 2007; 29(5):1918–1941), and they may be directly embedded into nonlinear algebraic solvers. The first of the approaches uses a new model of partial matrix estimation to compute the updates. The second approach exploits separability of function components to apply the updated factorized preconditioner via function evaluations with the discretized operator. Experiments with matrix-free implementations of test problems show that both new techniques offer useful, robust and black-box solution strategies. In addition, they show that the new techniques are often more efficient in matrix-free environment than either recomputing the preconditioner from scratch for every linear system of the sequence or than freezing the preconditioner throughout the whole sequence. Copyright © 2010 John Wiley & Sons, Ltd.