On some ways of approximating inverses of banded matrices in connection with deriving preconditioners based on incomplete block factorizations

DOI10.1007/BF02242922MaRDI QIDQ582807zbMATH OpenOpenAlexWikidataFDO

Authors Panayot S. Vassilevski

Publication date 1990

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02242922

zbMATH Keywords

algorithmsband approximate inversesband symmetric positive definite matricesblock-tridiagonal matricesincomplete block-factorization methodpreconditioned conjugate gradient methodpreconditionersstationary diffusion equations

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Direct numerical methods for linear systems and matrix inversion (65F05) Iterative numerical methods for linear systems (65F10) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)

Review text

The author considers a unified approach of deriving band approximate inverses of band symmetric positive definite matrices. The decay behaviour of inverses of block-tridiagonal matrices is studied and a sharp decay rate estimate is proved by using a purely algebraic technique. Two algorithms for banded approximation of inverses of band matrices are derived basing on the complete \(LD^{-1}U\) factorization. These algorithms are used to compute approximate banded inverses in the so- called ``inverse-free incomplete block-factorization method for the construction of vectorizable preconditioners. The resulting preconditioners are compared in a numerical test for solving discretized stationary diffusion equations by the preconditioned conjugate gradient method.

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Cites work

• A general incomplete block-matrix factorization method
• An Iterative Solution Method for Linear Systems of Which the Coefficient Matrix is a Symmetric M-Matrix
• Block Preconditioning for the Conjugate Gradient Method
• Decay Rates for Inverses of Band Matrices
• Decay rates of inverses of banded M-matrices that are near to Toeplitz matrices
• Dichotomies for Band Matrices
• scientific article; zbMATH DE number 3854346 (Why is no real title available?)
• On approximate factorization methods for block matrices suitable for vector and parallel processors
• Positive definiteness aspects of vectorizable preconditioners
• The block preconditioned conjugate gradient method on vector computers

Cited in

(10)

• Approximate inverses of multidiagonal matrices and application to the block PCG method
• Supporting theory for a block approximate inverse preconditioner
• Diagonally-striped matrices and approximate inverse preconditioners
• Localization in matrix computations: theory and applications
• Vectorizable preconditioners for mixed finite element solution of second-order elliptic problems
• Incomplete block-factorization preconditioners for solving three-dimensional elliptic difference equations on systolic processors^∗∗∗
• A Framework for Block ILU Factorizations Using Block-Size Reduction
• Parallel strategies for linear systems of equations
• New updates of incomplete LU factorizations and applications to large nonlinear systems
• A nested iterative scheme for indefinite linear systems in particulate flows

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