A New Analytical Framework for the Convergence of Inexact Two-Grid Methods

DOI10.1137/21M140448XMaRDI QIDQ5071433zbMATH OpenOpenAlexFDO

Authors Xuefeng Xu, Chensong Zhang

Publication date 21 April 2022

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2007.12754

zbMATH Keywords

convergence factorinexact two-grid methodsmultigridtwo-sided bounds

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55)

Abstract: Two-grid methods with exact solution of the Galerkin coarse-grid system have been well studied by the multigrid community: an elegant identity has been established to characterize the convergence factor of exact two-grid methods. In practice, however, it is often too costly to solve the Galerkin coarse-grid system exactly, especially when its size is large. Instead, without essential loss of convergence speed, one may solve the coarse-grid system approximately. In this paper, we develop a new framework for analyzing the convergence of inexact two-grid methods: two-sided bounds for the energy norm of the error propagation matrix of inexact two-grid methods are presented. In the framework, a restricted smoother involved in the identity for exact two-grid convergence is used to measure how far the actual coarse-grid matrix deviates from the Galerkin one. As an application, we establish a unified convergence theory for multigrid methods.

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Cited in

(9)

• A note on the convergence of the two-grid method for Toeplitz systems
• Convergence analysis of two-grid methods for elliptic Toeplitz and PDEs matrix-sequences
• Convergence Analysis of Perturbed Two‐Grid and Multigrid Methods
• Convergence analysis of inexact two-grid methods: a theoretical framework
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