Preconditioners for nonsymmetric linear systems with low-rank skew-symmetric part

摘要

We present a preconditioning technique for solving nonsymmetric linear systems Ax=b, where the coefficient matrix A has a skew-symmetric part that can be well approximated with a skew-symmetric low-rank matrix. The method consists of updating a preconditioner obtained from the symmetric part of A. We present some results concerning to the approximation properties of the preconditioner and the spectral properties of the preconditioning technique. The results of the numerical experiments performed show that our strategy is competitive compared with some specific methods.