An incomplete-factorization preconditioning using repeated red-black ordering (Q1203404)

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.