Fields of values and the ADI method for non-normal matrices

DOI10.1016/0024-3795(93)90531-RMaRDI QIDQ1210396zbMATH OpenFDO

Authors Gerhard Starke

Publication date 29 March 1994

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(93)90531-R

zbMATH Keywords

ADI methoderror reductionfields of valuesirreducible tridiagonal matrixKronecker sums of tridiagonal matricesnumerical resultspreconditioning

Mathematics Subject Classification ID

Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Review text

Generalizing the results of \textit{M. Eiermann} [Lin. Algebra Appl. 180, 167-197 (1993; Zbl 0784.65022)], the author obtains an upper bound for the error reduction of the ADI method in terms of the fields of values of the matrices which define splitting of the matrix in the iterations. Then it is shown that if \(A\) is an irreducible tridiagonal matrix and if \(B\) is the symmetric matrix similar to \(A\), then the field of values of \(B\) is included in that of \(A\), and the result is generalized to Kronecker sums of tridiagonal matrices. This result may be considered as an alternative to preconditioning for non-normal matrices. The estimate is tested on a model boundary value problem. Numerical results demonstrate the power of analysis based on the field of values for considered problems and indicate that the resulting estimates may be useful for an a priori prediction of the behaviour of the process in the finite stage of computation.

Recommendations

• The ADI model problem
• An analysis of the adi method for a class of matrices with complex spectra
• Optimal Alternating Direction Implicit Parameters for Nonsymmetric Systems of Linear Equations
• A norm estimate for the ADI method for nonsymmetric problems
• Some uses of the field of values in numerical analysis

Cites work

• ADI as a Preconditioning for Solving the Convection-Diffusion Equation
• An Analysis of Block Successive Overrelaxation for a Class of Matrices with Complex Spectra
• An elementary proof of the power inequality for the numerical radius
• Extended Application of Alternating Direction Implicit Iteration Model Problem Theory
• Fields of values and iterative methods
• scientific article; zbMATH DE number 19432 (Why is no real title available?)
• scientific article; zbMATH DE number 194139 (Why is no real title available?)
• scientific article; zbMATH DE number 3204642 (Why is no real title available?)
• scientific article; zbMATH DE number 3215568 (Why is no real title available?)
• scientific article; zbMATH DE number 3330326 (Why is no real title available?)
• Iterationsverfahren für nichtsymmetrische Gleichungssysteme und Approximationsmethoden im Komplexen. (Iterative methods for nonsymmetric systems of equations and approximation methods in the complex domain)
• Iterative Methods for Cyclically Reduced Non-Self-Adjoint Linear Systems
• Matrix Analysis
• Optimal Alternating Direction Implicit Parameters for Nonsymmetric Systems of Linear Equations
• Optimum Alternating-Direction-Implicit Iteration Parameters for a Model Problem
• Some mapping theorems for the numerical range

Cited in

(6)

• Fields of values and iterative methods
• A Krylov subspace method for the approximation of bivariate matrix functions
• On the numerical radius of matrices and its application to iterative solution methods
• A bivariate extension of the Crouzeix–Palencia result with an application to Fréchet derivatives of matrix functions
• Optimal alternating direction implicit preconditioners for conjugate gradient methods
• A new version of successive approximations method for solving Sylvester matrix equations

This page was built for publication: Fields of values and the ADI method for non-normal matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1210396)