Adaptive preconditioning for a stream of SLAEs
Abstract The paper considers the way of reducing the time consumed to solve SLAEs with iterative methods by reusing the data structures obtained in the solution of a previous SLAE, or selecting a preconditioner from the available set of preconditioners to minimize the time of solving the next SLAEs. Such adaptive preconditioning is used to solve time-dependent nonlinear problems. SLAEs generated at the Newton iteration n-1 of every computation step are solved using the SLAE structure of the first Newton iteration and the selection of a preconditioner from the given set allows reducing the time of solving SLAEs of a varying complexity at different time steps. The adaptive preconditioning idea and its application are demonstrated for a stream of SLAEs in some RFNC-VNIIEF’s codes.