A Comparison of Two Equivalent Real Formulations for Complex-Valued Linear Systems Part 2: Results

Abstract

Many iterative linear solver packages focus on real-valued systems and do not deal well with complex-valued systems, even though preconditioned iterative methods typically apply to both real and complex-valued linear systems. Instead, commonly available packages such as PETSc and Aztec tend to focus on the real-valued systems, while complex-valued systems are seen as a late addition. At the same time, by changing the complex problem into an equivalent real formulation (ERF), a real valued solver can be used. In this paper we consider two ERF’s that can be used to solve complex-valued linear systems. We investigate the spectral properties of each and show how each can be preconditioned to move eigenvalues in a cloud around the point (1,0) in the complex plane. Finally, we consider an interleaved formulation, combining each of the previously mentioned approaches, and show that the interleaved form achieves a better outcome than either separate ERF. [This article is the second part of a sequence of reports. See the December 2002 issue for Part 1—Editor.]