Abstract
In this paper methods are described for the solution of certain sparse linear systems with a non-symmetric matrix. The power of these methods is demonstrated by numerical examples. Application of the methods is restricted to problems where the matrix has only eigenvalues with positive real part. An important class of this type of matrices arises from discretisation of second order partial differential equations with first order derivative terms.
The research described in this paper has been supported in part by the European Research Office, London, through Grant DAJA 37 - 80 - C - 0243.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Axelsson, O., A generalized SSOR method, BIT Vol. 13, 1972, pp. 443–467.
Concus, P., Golub, G.H. and O'Leary, D.P.,A generalized conjugate gradient method for the numerical solution of elliptic partial differential equations, Proc. Symp. on Sparse Matrix Computation, ed. Bunch J.R. and Rose D.J., New York, 1975.
Meijerink, J.A. and van der Vorst, H.A., An iterative solution method for linear systems of which the coefficient matrix is a symmetric M-matrix, Math. of Comp., Vol. 31, No. 137, 1977, pp. 148–162.
Meijerink, J.A. and van der Vorst, H.A., Guide lines for the usage of incomplete decompositions in solving sets of linear equations as occur in practical problems, Technical Report, TR-9, ACCU, Utrecht, 1978.
Varga, R.S., Matrix iterative analysis, Prentice Hall, Englewood Cliffs N.J., 1962.
Kershaw, D.S., The incomplete Choleski-conjugate gradient method for the iterative solution of systems of linear equations, J. of Comp. Physics, Vol. 26(1), 1978, pp. 43–65.
Manteuffel, T.A., The Tchebychev iteration for non-symmetric linear systems, Num. Math., Vol. 28, 1977, pp. 307–327.
Manteuffel, T.A., Adaptive Procedure for estimating parameters for the non-symmetric Tchebychev iteration, Sandia Labs. Report SAND 77-8239, Livermore, 1977.
Paige, C.C., Bidiagonalisation of matrices and solution of linear equations, Siam J. Num. Anal., Vol. 11, 1974, pp. 197–209.
Concus, P. and Golub, G.H., A generalized conjugate gradient method for non-symmetric systems of linear equations, Proc. Second Internat. Symp. on Computing Methods in Applied Sciences and Engineering, IRIA (Paris, Dec. 1975), Lecture Notes in Economics and Mathematical Systems, Vol. 134, R. Glowinski and J.L. Lions eds., Springer Verlag, Berlin, 1976.
Widlund, O., A Lanczos method for a class of non-symmetric systems of linear equations, Siam J. Num. Anal. Vol. 15, No. 4, 1978, pp. 801–812.
Van Kats, J.M. and van der Vorst, H.A., Software for the discretisation and solution of second order self-adjoint elliptic partial differential equations in two dimensions, Technical Report, TR-10, ACCU, Utrecht, 1979.
Buzbee, B.L., Program-description of TBPSDN — Fast Direct Poisson Solver, LASL, 1973.
Manteuffel, T.A., private communication.
Van der Vorst, H.A. and van Kats, J.M., Manteuffel's algorithm with preconditioning for the iterative solution of certain sparse linear systems with a non-symmetric matrix, Technical Report, TR-11, ACCU, Utrecht, 1979.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1982 Springer-Verlag
About this paper
Cite this paper
van der Vorst, H.A. (1982). A preconditioned tchebycheff iterative solution method for certain large sparse linear systems with a non-symmetric matrix. In: Hinze, J. (eds) Numerical Integration of Differential Equations and Large Linear Systems. Lecture Notes in Mathematics, vol 968. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0064899
Download citation
DOI: https://doi.org/10.1007/BFb0064899
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-11970-8
Online ISBN: 978-3-540-39374-0
eBook Packages: Springer Book Archive