Twofold deflation preconditioning of linear algebraic systems. I. Theory
Zapiski Nauchnykh Seminarov POMI, Computational methods and algorithms. Part XI, Tome 229 (1995), pp. 95-152
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In this paper, preconditioning of linear algebraic systems with symmetric positive-definite coefficient matrices by deflation is considered. The twofold deflation technique for simultaneously deflating largest $s$ and smallest $s$ eigenvalues using an appropriate deflating subspace of dimension $s$ is suggested. The possibility of using the extreme Ritz vectors of the coefficient matrix for deflation is analyzed. Bibliography: 15 titles.