Parallel block preconditioning for the solution of boundary value methods (Q1919475)

The discrete problem associated with a two-step boundary value method for the solution of initial value problems is a non-symmetric block tridiagonal system. This system may be efficiently solved on a parallel computer by using a conjugate gradient type method with a suitable preconditioning. This paper analyses the problem of solving in parallel the linear system arising from the Adams method of order three and the trapezoidal method. Some parallel preconditioning is derived which solves this problem both when the coefficient matrix of the ordinary differential equation is dense or sparse. Numerical results are presented to compare the preconditioning introduced by the authors with block diagonal preconditioning. The tests are done using parallel Fortran, using a Microway multiputer with 32 transputers T800-20, each transputer with a local memory of 1 Mbyte and the communications among processors being handled using the Express communication library.