Optimal trigonometric preconditioners for elliptic and queueing problems

MaRDI QIDQ1815618zbMATH OpenFDO

Authors Wai-Ki Ching, Chiu-Kwong Wong, Raymond H. Chan

Publication date 15 December 1996

Published in Southeast Asian Bulletin of Mathematics (Search for Journal in Brave)

zbMATH Keywords

2-queue Markovian networksfinite difference approximationpreconditioned conjugate gradient methodprobability distribution vectorsine or cosine transforms

Mathematics Subject Classification ID

Conditioning of matrices (15A12) Boundary value problems for second-order elliptic equations (35J25) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Probabilistic methods, stochastic differential equations (65C99) 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)

Review text

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.

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Cited in

(6)

• Scientific applications of iterative Toeplitz solvers
• Fast transforms for tridiagonal linear equations
• Preconditioning of elliptic problems by approximation in the transform domain
• Circulant approximation for preconditioning in stochastic automata networks
• Optimal trigonometric preconditioners for nonsymmetric Toeplitz systems
• Sine transform based preconditioners for elliptic problems

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