So far, we have described preconditioners in only one of two classes: those that approximate the coefficient matrix, and where linear systems with the preconditioner as coefficient matrix are easier to solve than the original system. Polynomial preconditioners can be considered as members of the second class of preconditioners: direct approximations of the inverse of the coefficient matrix.
Suppose that the coefficient matrix of the linear system is
normalized to
the form
, and that the spectral radius of
is less than
one. Using the Neumann series, we can write the inverse of
as
,
so an approximation may be derived by truncating this infinite series.
Since the iterative methods we are considering are already based on
the idea of applying polynomials in the coefficient matrix to the
initial residual, there are analytic connections between the basic
method and polynomially accelerated one.
Dubois, Greenbaum and Rodrigue [77]
investigated the relationship between a basic method
using a splitting , and a polynomially preconditioned method
with
The basic result is that for classical methods,
steps of the polynomially preconditioned method are
exactly equivalent to
steps of the original method; for accelerated
methods, specifically the Chebyshev method, the preconditioned
iteration can improve the number of iterations by at most a factor
of
.
Although there is no gain in the number of times the coefficient matrix is applied, polynomial preconditioning does eliminate a large fraction of the inner products and update operations, so there may be an overall increase in efficiency.
Let us define a polynomial preconditioner more abstractly as any
polynomial normalized to
. Now the choice of the
best polynomial preconditioner becomes that of choosing the best
polynomial that minimizes
. For the choice of the
infinity norm we thus obtain Chebyshev polynomials, and they require
estimates of both a lower and upper bound on the spectrum of
.
These estimates may be derived from the conjugate gradient iteration
itself; see §
.
Since an accurate lower bound on the spectrum of may be hard to
obtain, Johnson, Micchelli and Paul [126]
and Saad [183] propose least
squares polynomials based on several weight functions.
These functions only require an upper bound and this is easily
computed, using for instance the ``Gerschgorin bound''
; see [.4]Va:book.
Experiments comparing Chebyshev and least squares polynomials can be
found in Ashby, Manteuffel and Otto [8].
Application of polynomial preconditioning to symmetric indefinite problems is described by Ashby, Manteuffel and Saylor [9]. There the polynomial is chosen so that it transforms the system into a definite one.