Circulant-block preconditioners for solving ordinary differential equations.

DOI10.1016/S0096-3003(02)00237-0MaRDI QIDQ1406264zbMATH OpenFDO

Authors Xiao-Qing Jin, Li-li Song, Vai-Kuong Sin

Publication date 9 September 2003

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0096-3003(02)00237-0

zbMATH Keywords

boundary value methodcirculant-block preconditionerconvergenceEMRES methodgeneralized minimal residual methodlinear initial value problemsnumerical experimentssparse linear systems

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Review text

Solving linear initial value problems of ordinary differential equations by boundary value methods requires the solution of non-symmetric, large and sparse linear systems. A circulant-block preconditoner for the generalized minimal residual method is proposed to solve these systems. The operation costs and the convergence rate are investigated. The proposed preconditioner is compared with \textit{D. Bertaccini}'s [SIAM J. Sci. Comput. 22, No. 3, 767--786 (2000; Zbl 0976.65071)] -- and strong-type block-circulant -- preconditioners and a block-circulant-circulant-block preconditioner. The two numerical experiments show the advantage of the new preconditioner.

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Cites work

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• A Family of Block Preconditioners for Block Systems
• BCCB preconditioners for systems of BVM‐based numerical integrators
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• Conjugate Gradient Methods for Toeplitz Systems
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Cited in

(19)

• Circulant preconditioners for second order hyperbolic equations
• Circulant block-factorization preconditioners for elliptic problems
• Circulant preconditioned WR-BVM methods for ODE systems.
• Invertibility and explicit inverses of circulant-type matrices with \(k\)-Fibonacci and \(k\)-Lucas numbers
• Determinants, norms, and the spread of circulant matrices with Tribonacci and generalized Lucas numbers
• Circulant preconditioners for solving differential equations with multidelays
• Boundary value methods for solving transient solutions of Markovian queueing networks
• Convergence analysis of two-stage waveform relaxation method for the initial value problems
• Block \(\omega\)-circulant preconditioners for the systems of differential equations
• A new circulant preconditioned GMRES method for solving ordinary differential equation
• A preconditioner from Crank-Nicolson scheme for systems of LMF-based ODE code
• Iterative Solution Methods and Preconditioners for Block-Tridiagonal Systems of Equations
• A Circulant Preconditioner for the Systems of LMF-Based ODE Codes
• scientific article; zbMATH DE number 1793790 (Why is no real title available?)
• The Spectrum of Circulant-Like Preconditioners for Some General Linear Multistep Formulas for Linear Boundary Value Problems
• Reliable preconditioned iterative linear solvers for some numerical integrators
• Explicit inverses of generalized tribonacci circulant type matrices
• The convergence rate of block preconditioned systems arising from LMF-based ODE codes
• Block preconditioners with circulant blocks for general linear systems

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