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Analysis of a recursive 5-point/9-point factorization method

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Preconditioned Conjugate Gradient Methods

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1457))

Abstract

Nested recursive two-level factorization methods for nine-point difference matrices are analyzed. Somewhat similar in construction to multilevel methods for finite element matrices, these methods use recursive red-black orderings of the meshes, approximating the nine-point stencils by five-point ones in the red points and then forming the reduced system explicitly. As this Schur complement is again a nine-point matrix (on a skew grid this time), the process of approximating and factorizing can be applied anew.

Progressing until a sufficiently coarse grid has been reached, this gives a multilevel preconditioner for the original matrix. Solving the levels in V-cycle order will not give an optimal order method, but we show that using certain combinations of V-cycles and W-cycles will give methods of both optimal order of numbers of iterations and computational complexity.

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References

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Owe Axelsson Lily Yu. Kolotilina

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© 1990 Springer-Verlag

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Axelsson, O., Eijkhout, V. (1990). Analysis of a recursive 5-point/9-point factorization method. In: Axelsson, O., Kolotilina, L.Y. (eds) Preconditioned Conjugate Gradient Methods. Lecture Notes in Mathematics, vol 1457. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0090907

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  • DOI: https://doi.org/10.1007/BFb0090907

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-53515-7

  • Online ISBN: 978-3-540-46746-5

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