Two-grid methods for Hermitian positive definite linear systems connected with an order relation

DOI10.1007/S10092-013-0081-9MaRDI QIDQ2017986zbMATH OpenOpenAlexFDO

Authors Stefano Serra Capizzano, C. Tablino-Possio

Publication date 23 March 2015

Published in Calcolo (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0804.3016

zbMATH Keywords

Toeplitz matrixnumerical experimentsintegro-differential equationsboundary conditionsmultigridcirculantHermitian positive definite coefficient matrixstructured and banded matrices

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Iterative numerical methods for linear systems (65F10) Integro-partial differential equations (45K05) Numerical methods for integral equations (65R20) Boundary value problems for second-order elliptic equations (35J25) Finite difference methods for boundary value problems involving PDEs (65N06)

Abstract: Given a multigrid procedure for linear systems with coefficient matrices $A_n$, we discuss the optimality of a related multigrid procedure with the same smoother and the same projector, when applied to properly related algebraic problems with coefficient matrices $B_n$: we assume that both $A_n$ and $B_n$ are positive definite with $A_{n}levartheta{B}_n$, for some positive $vartheta$ independent of $n$. In this context we prove the Two-Grid method optimality. We apply this elementary strategy for designing a multigrid solution for modifications of multilevel structured (Toeplitz, circulants, Hartley, sine ($au$ class) and cosine algebras) linear systems, in which the coefficient matrix is banded in a multilevel sense and Hermitian positive definite. In such a way, several linear systems arising from the approximation of integro-differential equations with various boundary conditions can be efficiently solved in linear time (with respect to the size of the algebraic problem). Some numerical experiments are presented and discussed, both with respect to Two-Grid and multigrid procedures.

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Cited in

(7)

• Two‐grid methods for banded linear systems from DCT III algebra
• Spectral analysis and multigrid preconditioners for two-dimensional space-fractional diffusion equations
• Asymptotic spectra of large (grid) graphs with a uniform local structure. II: Numerical applications
• Function-based block multigrid strategy for a two-dimensional linear elasticity-type problem
• A multigrid method for nonlocal problems: non-diagonally dominant or Toeplitz-plus-tridiagonal systems
• Two-grid methods for Hermitian positive definite linear systems connected with an order relation
• Modeling excitable cells with the EMI equations: spectral analysis and iterative solution strategy

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