A Study on Perturbation Analysis of Spectral Preconditioners

Abstract: It is well-known that the convergence of Krylov subspace methods to solve linear system depends on the spectrum of the coefficient matrix, moreover, it is widely accepted that for both symmetric and unsymmetric systems Krylov subspace methods will converge fast if the spectrum of the coefficient matrix is clustered. In this paper we investigate the spectrum of the system preconditioned by the deflation, coarse grid correction and adapted deflation preconditioners. Our analysis shows that the spectrum of the preconditioned system is highly impacted by the angle between the coarse grid space for the construction of the three preconditioners and the subspace spanned by the eigenvectors associated with the small eigenvalues of the coefficient matrix. Furthermore, we prove that with a certain restriction the accuracy of the inverse of projection matrix also impacts the spectrum of the preconditioned system. Numerical experiments emphasized the theoretical analysis.