A single-sided all-at-once preconditioning for linear system from a non-local evolutionary equation with weakly singular kernels

TL;DR

This paper introduces a single-sided preconditioning method for non-local evolutionary equations that simplifies computation and maintains convergence efficiency, outperforming traditional two-sided preconditioning in speed.

Contribution

The paper develops a novel single-sided preconditioning approach derived from two-sided methods, improving computational efficiency while preserving convergence properties.

Findings

Single-sided preconditioning reduces computational time.

The convergence rate is comparable to two-sided preconditioning.

Numerical tests confirm improved efficiency.

Abstract

{In [X. L. Lin, M. K. Ng, and Y. Zhi. {\it J. Comput. Phys.}, 434 (2021), pp. 110221] and [Y. L. Zhao, J. Wu, X. M. Gu, and H. Li. {\it Comput. Math. Appl.}, 148(2023), pp. 200--210]}, two-sided preconditioning techniques are proposed for non-local evolutionary equations, which possesses (i) mesh-size independent theoretical bound of condition number of the two-sided preconditioned matrix; (ii) small and stable iteration numbers in numerical tests. In this paper, we modify the two-sided preconditioning by multiplying the left-sided and the right-sided preconditioners together as a single-sided preconditioner. Such a single-sided preconditioner essentially derives from approximating the spatial matrix with a fast diagonalizable matrix and keeping the temporal matrix unchanged. Clearly, the matrix-vector multiplication of the single-sided preconditioning is faster to compute than that of the two-sided one, since the single-sided preconditioned matrix has a simpler structure. More importantly, we show theoretically that the single-sided preconditioned generalized minimal residual (GMRES) method has a convergence rate no worse than the two-sided preconditioned one. As a result, the one-sided preconditioned GMRES solver requires less computational time than the two-sided preconditioned GMRES solver in total. Numerical results are reported to show the efficiency of the proposed single-sided preconditioning technique.