Approximate Schur-Block ILU Preconditioners for Regularized Solution of Discrete Ill-Posed Problems

Abstract EN

High order iterative methods with a recurrence formula for approximate matrix inversion are proposed such that the matrix multiplications and additions in the calculation of matrix polynomials for the hyperpower methods of orders of convergence p = 4 k + 3 , where k ≥ 1 is integer, are reduced through factorizations and nested loops in which the iterations are defined using a recurrence formula.

Therefore, the computational cost is lowered from κ = 4 k + 3 to κ = k + 4 matrix multiplications per step.

An algorithm is proposed to obtain regularized solution of ill-posed discrete problems with noisy data by constructing approximate Schur-Block Incomplete LU (Schur-BILU) preconditioner and by preconditioning the one step stationary iterative method.

From the proposed methods of approximate matrix inversion, the methods of orders p = 7,11,15,19 are applied for approximating the Schur complement matrices.

This algorithm is applied to solve two problems of Fredholm integral equation of first kind.

The first example is the harmonic continuation problem and the second example is Phillip’s problem.

Furthermore, experimental study on some nonsymmetric linear systems of coefficient matrices with strong indefinite symmetric components from Harwell-Boeing collection is also given.

Numerical analysis for the regularized solutions of the considered problems is given and numerical comparisons with methods from the literature are provided through tables and figures.