Optimal trigonometric preconditioners for elliptic and queueing problems (Q1815618)

The authors give some numerical results for the application of the preconditioned conjugate gradient method to linear algebraic systems arising either from the finite difference approximation of linear 2D elliptic boundary value problems or from the determination of the steady state probability distribution vector in 2-queue Markovian networks. The preconditioners are matrices that can be diagonalized by sine or cosine transforms. For the theoretical background, the reader is referred to the references.