[SciPy-User] preconditioner for GMRES

Darcoux Christine bouloumag@gmail....
Mon Mar 29 15:54:10 CDT 2010


I am developping a Jacobian-Free Newton-Krylov code to solve the Navier
Stokes equations. In this code, the product of the Jacobian matrix with a
given vector is represented by the matvec method of a
"LinearOperator"object. The
scipy.sparse.linalg.isolve.gmres method can takes an optional preconditioner
as parameter which is either an object "LinearOperator" or a matrix. However,
the scipy documentation does not explain how one can form this
preconditioner in a (ideally) matrix-free manner given only the matvec
method of the jacobian.

Any suggestions on this would be very appreciated.

Thanks,

Christine
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