Preconditioner for non linear mass matrix

Question

Marius 2016-4-20

评论： John D'Errico 2019-7-15

I have to solve an ODE system of the form:

M(y,t)*dydt = F(y,t)

The problem is, that it is very ill conditioned. I used the incomplete cholesky technique as a preconditioner for the system

M*dydt = F(y,t)

which worked very well! Now the problem is that I want to use the same technique for the space and time dependent matrix

M(y,t)

This takes very long to calculate this in advance because I need the inverse and power of the Matrix C:

C = RR^T

Is there a possibility to speed up this preconditioning or is there a faster approach?

Answer 1

felix svoboda 2019-7-15

Hey did you ever managed to solve this issue?

I am facing this very problem... it is taking ages :(

John D'Errico 2019-7-15

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