Analysis of the multiplicative Schwarz method for matrices with a special block structure

DOI10.1553/ETNA_VOL54S31zbMATH Open1456.65020arXiv1912.09107OpenAlexW3102153117MaRDI QIDQ2218928FDOQ2218928

Authors: Carlos Echeverria, Jörg Liesen, Petr Tichý 

Publication date: 18 January 2021

Published in: ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Abstract: We analyze the convergence of the (algebraic) multiplicative Schwarz method applied to linear algebraic systems with matrices having a special block structure that arises, for example, when a (partial) differential equation is posed and discretized on a domain that consists of two subdomains with an overlap. This is a basic situation in the context of domain decomposition methods. Our analysis is based on the algebraic structure of the Schwarz iteration matrices, and we derive error bounds that are based on the block diagonal dominance of the given system matrix. Our analysis does not assume that the system matrix is symmetric (positive definite), or has the $M$- or $H$-matrix property. Our approach is motivated by and significantly generalizes an analysis for a special one-dimensional model problem given in [4].

Full work available at URL: https://arxiv.org/abs/1912.09107

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zbMATH Keywords

convergence analysisiterative methodssingularly perturbed problemsmultiplicative Schwarz methodblock diagonal dominanceShishkin mesh discretization

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)

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Cited In (3)

• An explicit formulation of the multiplicative Schwarz preconditioner
• Algebraic theory of multiplicative Schwarz methods
• Block Modified Gram--Schmidt Algorithms and Their Analysis

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