Skip to main content

Direct and Iterative Solvers

  • Chapter
  • First Online:
Book cover Computational Acoustics

Part of the book series: CISM International Centre for Mechanical Sciences ((CISM,volume 579))

Abstract

This chapter on solvers gives a compact introduction to direct and iterative solvers for systems of algebraic equations typically arising from the finite element discretization of partial differential equations or systems of partial differential equations. Beside classical iterative solvers, we also consider advanced preconditioning and solving techniques like additive and multiplicative Schwarz methods, generalizing Jacobi’s and Gauss–Seidel’s ideas to more general subspace correction methods. In particular, we consider multilevel diagonal scaling and multigrid methods.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Notes

  1. 1.

    http://www.uta.edu/faculty/rcli/TopTen/topten.pdf.

  2. 2.

    http://www.ddm.org/conferences.html.

References

  • Bakhvalov, N. S. (1966). On the convergence of a relaxation method with natural constraints on the elliptic operator. USSR Computational Mathematics and Mathematical Physics, 6(5), 101–135.

    Article  MathSciNet  MATH  Google Scholar 

  • Braess, D., & Hackbusch, W. (1983). A new convergence proof for the multigrid method including the V-cycle. SIAM Journal on Numerical Analysis, 20(5), 967–975.

    Article  MathSciNet  MATH  Google Scholar 

  • Bramble, J. (1993). Multigrid methods (Vol. 294). Pitman research notes in mathematical sciences. Harlow: Longman Scientific and Technical.

    Google Scholar 

  • Bramble, J. H., Pasciak, J. E., & Xu, J. (1990). Parallel multilevel preconditioners. Mathematics of Computation, 55, 1–22.

    Article  MathSciNet  MATH  Google Scholar 

  • Davis, T. A. (2006). Direct methods for sparse linear systems. Philadelphia: SIAM.

    Book  MATH  Google Scholar 

  • Douglas, C. C., Haase, G., & Langer, U. (2003). A tutorial on elliptic PDE solvers and their parallelization. Software, environments, and tools. Philadelphia: SIAM.

    Google Scholar 

  • Duff, I. S., Erisman, A. M., & Reid, J. K. (1986). Direct methods for sparse matrices. Oxford: Oxford University Press.

    MATH  Google Scholar 

  • Fedorenko, R. P. (1961). A relaxation method for solving elliptic difference equations. USSR Computational Mathematics and Mathematical Physics, 1(5), 1092–1096.

    MATH  Google Scholar 

  • Fedorenko, R. P. (1964). The speed of convergence of one iterative process. USSR Computational Mathematics and Mathematical Physics, 4(3), 227–235.

    Article  MATH  Google Scholar 

  • Gander, M. J., & Neumüller, M. (2016). Analysis of a new space-time parallel multigrid algorithm for parabolic problems. SIAM Journal on Scientific Computing, 38(4), A2173–A2208.

    Article  MathSciNet  MATH  Google Scholar 

  • George, A., & Liu, J. W. H. (1981). Computer solutions of large sparse positive definite systems. Englewood Cliffs: Prentice Hall.

    MATH  Google Scholar 

  • Hackbusch, W. (1985). Multi-grid methods and applications. Berlin: Springer.

    Book  MATH  Google Scholar 

  • Hackbusch, W. (2009). Hierarchische Matrizen: Algorithmen und Analysis. Berlin: Springer.

    Book  MATH  Google Scholar 

  • Hestenes, M. R., & Stiefel, E. (1952). Methods of conjugate gradients for solving linear systems. Journal of Research of the National Bureau of Standards, 49(6), 409–436.

    Article  MathSciNet  MATH  Google Scholar 

  • Jung, M., & Langer, U. (2013). Methode der finiten Elemente für Ingenieure: Eine Einführung in die numerischen Grundlagen und Computersimulation (2nd ed.). Berlin: Springer.

    Book  MATH  Google Scholar 

  • Korneev, V. G., & Langer, U. (2015). Dirichlet-Dirichlet domain decomposition methods for elliptic problems: h and hp finite element discretizations. New Jersey: World Scientific Publishing Company Incorporated.

    Book  MATH  Google Scholar 

  • Oswald, P. (1999). On the robustness of the BPX-preconditioner with respect to jumps in the coeffcients. Mathematics of Computation, 68(226), 633–650.

    Article  MathSciNet  MATH  Google Scholar 

  • Pechstein, C. (2013). Finite and boundary element tearing and interconnecting solvers for multiscale problems (Vol. 90). Lecture notes in computational science and engineering. Berlin: Springer.

    Google Scholar 

  • Rjasanow, S., & Steinbach, O. (2007). The fast solution of boundary integral equations. Mathematical and analytical techniques with applications to engineering. Berlin: Springer.

    Google Scholar 

  • Saad, Y. (2003). Iterative methods for sparse linear systems (2nd ed.). Philadelphia: SIAM.

    Book  MATH  Google Scholar 

  • Steinbach, O. (2008). Numerical approximation methods for elliptic boundary value problems: Finite and boundary elements. Berlin: Springer.

    Book  MATH  Google Scholar 

  • Stüben, K. (2001). A review of algebraic multigrid. Journal of Computational and Applied Mathematics, 128. Numerical analysis 2000 (Vol. VII). Partial differential equations.

    Google Scholar 

  • Toselli, A., & Widlund, O. (2005). Domain decomposition methods - algorithms and theory (Vol. 34). Springer series in computational mathematics. Berlin: Springer.

    Google Scholar 

  • Trottenberg, U., Oosterlee, C. W., & Schüller, A. (2001). Multigrid. San Diego: Academic Press Inc.

    MATH  Google Scholar 

  • Zhang, X. (1992). Multilevel Schwarz methods. Numerische Mathematik, 63(4), 521–539.

    Article  MathSciNet  MATH  Google Scholar 

  • Zlatev, Z. (1991). Computational methods for general sparse matrices. Dordrecht: Kluwer Academic Publishers.

    Book  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Ulrich Langer .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2018 CISM International Centre for Mechanical Sciences

About this chapter

Cite this chapter

Langer, U., Neumüller, M. (2018). Direct and Iterative Solvers. In: Kaltenbacher, M. (eds) Computational Acoustics. CISM International Centre for Mechanical Sciences, vol 579. Springer, Cham. https://doi.org/10.1007/978-3-319-59038-7_5

Download citation

  • DOI: https://doi.org/10.1007/978-3-319-59038-7_5

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-59037-0

  • Online ISBN: 978-3-319-59038-7

  • eBook Packages: EngineeringEngineering (R0)

Publish with us

Policies and ethics