A Preconditioner Based on Low-Rank Approximation of Schur Complements

preprint2015arXivOpen access

Abstract

We introduce a preconditioner based on a hierarchical low-rank compression scheme of Schur complements. The construction is inspired by standard nested dissection, and relies on the assumption that the Schur complements can be approximated, to high precision, by Hierarchically-Semi-Separable matrices. We build the preconditioner as an approximate LDMtLDM^t factorization of a given matrix AA, and no knowledge of AA in assembled form is required by the construction. The LDMtLDM^t factorization is amenable to fast inversion, and the action of the inverse can be determined fast as well. We investigate the behavior of the preconditioner in the context of DG finite element approximations of elliptic and hyperbolic problems.

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