Application of the Jacobi–Davidson method for spectral low-rank preconditioning in computational electromagnetics problems

We consider the numerical solution of linear systems arising from computational electromagnetics applications. For large scale problems the solution is usually obtained iteratively with a Krylov subspace method. It is well known that for ill conditioned problems the convergence of these methods can be very slow or even it may be impossible to obtain a satisfactory solution. To improve the convergence a preconditioner can be used, but in some cases additional strategies are needed. In this work we study the application of spectral low-rank updates (SLRU) to a previously computed sparse approximate inverse preconditioner. The updates are based on the computation of a small subset of the eigenpairs closest to the origin. Thus, the performance of the SLRU technique depends on the method available to compute the eigenpairs of interest. The SLRU method was first used using the IRA’s method implemented in ARPACK. In this work we investigate the use of a Jacobi–Davidson method, in particular its JDQR variant. The results of the numerical experiments show that the application of the JDQR method to obtain the spectral low-rank updates can be quite competitive compared with the IRA’s method. © 2014, Sociedad Española de Matemática Aplicada.