An incomplete-factorization preconditioning using repeated red-black ordering
Dirichlet problemsincomplete factorization methodNumerical resultsPoisson equationpreconditioningred-black orderingspectral condition number
Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Finite difference methods for boundary value problems involving PDEs (65N06) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)
To solve a system of linear equations with a weakly dominant \(M\)-matrix \(A\) arising from 5-point discretizations on two-dimensional rectangular grids and locally refined grids, the author presents an incomplete factorization method combined with a particular ordering scheme called repeated red-black ordering. The basic idea is to drop some of the fill- in terms generated by elimination of half the unknowns by one step cyclic reduction applied to the system arising from the standard red-black ordering of \(A\) and to reorder the remaining equations so that the process can be repeated. Results on the existence of the incomplete factorization related to the repeated red-black ordering and on the preconditioning effect are given. In particular, it has been proved that the spectral condition number for the two-dimensional Dirichlet problems for the Poisson equation on the unit square discretized by an \(n\times n\) regular grid does not exceed \(\sqrt{n}\). Numerical results for symmetric and nonsymmetric problems confirm high efficiency of the method presented.
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