Block-circulant preconditioners for systems arising from discretization of the three-dimensional convection-diffusion equation (Q1602772)

The paper is concerned with preconditioners for discretizations of convection-diffusion equations (with constant convection velocity vector) on a 3D domain, subject to Dirichlet boundary conditions. The discretization matrix can be written as a sum of three tensor products, each involving a tridiagonal Toeplitz matrix corresponding to a one-dimensional discretization. For the two preconditioners investigated in the paper, one resp. two of these three tridiagonal matrices are replaced by corresponding circulants (with fill up in the left lower and the right upper corner), the inverses of which can be computed efficiently by the discrete fast Fourier transform. The spectra of the matrix preconditioned with either of these two preconditioners are studied and compared in much detail. Numerical examples illustrate the results.