On computing INV block preconditionings for the conjugate gradient method (Q1088378): Difference between revisions

The INV(k) and MINV(k) block preconditionings for the conjugate gradient method require generation of selected elements of the inverses of symmetric matrices of bandwidth \(2k+1\). Generalizing the previously described \(k=1\) (tridiagonal) case to \(k=2\), explicit expressions for the inverse elements of a symmetric pentadiagonal matrix in terms of Green's matrix of rank two are given. The expressions are found to be seriously ill-conditioned; hence alternative computational algorithms for the inverse elements must be used. Behavior of the \(k=1\) and \(k=2\) preconditionings are compared for some discretized elliptic partial differential equation test problems in two dimensions.