Sherman–Morrison–Woodbury Formula‐Based Efficient Preconditioners for Sequences of Shifted Linear Systems
Abstract
ABSTRACT This study explores iterative methods for solving sequences of shifted linear systems expressed as . To address these systems efficiently, we utilize the preconditioned generalized minimum residual (PGMRES) method, enhanced by a tailored preconditioning strategy. Our approach combines the Sherman‐Morrison‐Woodbury (SMW) formula with selective dropping techniques to optimize performance. The preconditioners are constructed through an incomplete factorization of , leveraging a biconjugate gradient algorithm. Our results show that the eigenvalues of the preconditioned matrices exhibit tighter clustering around unity compared to those generated by conventional preconditioners. We also provide a rigorous convergence analysis for the iterative process. Finally, numerical experiments validate the effectiveness of our proposed method.
Fields of Study & Subjects
Matrix Theory and Algorithms
Advanced Numerical Methods in Computational Mathematics
Iterative Methods for Nonlinear Equations
Publication details
- Journal / source
- Mathematical Methods in the Applied Sciences
- Volume
- 49
- Issue
- 11
- Pages
- 11643–11660
- Publication date
- 11 March 2026
- Language
- EN