Limited memory preconditioners for nonsymmetric systems

Abstract

This paper presents a class of limited memory preconditioners (LMPs) for solving linear systems of equations with multiple nonsymmetric matrices and multiple right-hand sides. These preconditioners based on limited memory quasi-Newton formulas require a small number k of linearly independent vectors. They may be used to improve an existing first-level preconditioner and are especially worth considering when the solution of a sequence of linear systems with slowly varying left-hand sides is addressed.