The convergence rate of block preconditioned systems arising from LMF-based ODE codes

DOI10.1023/A:1021906926616MaRDI QIDQ5952340zbMATH OpenOpenAlexFDO

Authors Daniele Bertaccini, Michael Ng

Publication date 9 June 2002

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1021906926616

zbMATH Keywords

circulant Toeplitz matricesconjugate gradient methodimplicit linear multistep formulaslinear boundary value problemspreconditioning

Mathematics Subject Classification ID

Linear boundary value problems for ordinary differential equations (34B05) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical solution of boundary value problems involving ordinary differential equations (65L10)

Review text

The solution of ordinary and partial differential equations using implicit linear multistep formulas is considered. Linear boundary value problems lead to linear systems with matrices that are close to block Toeplitz matrices. The circulant Toeplitz matrices are used as preconditioners when the conjugate gradient method is applied. Then \(O(\log s)\) steps are sufficient.

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(10)

• Limited memory block preconditioners for fast solution of fractional partial differential equations
• Kronecker product based preconditioners for boundary value method discretizations of space fractional diffusion equations
• Preconditioned iterative method for boundary value method discretizations of a parabolic optimal control problem
• scientific article; zbMATH DE number 1617957 (Why is no real title available?)
• Generalized Kronecker product splitting iteration for the solution of implicit Runge-Kutta and boundary value methods.
• A preconditioner from Crank-Nicolson scheme for systems of LMF-based ODE code
• The eigenvalues of preconditioned matrices for linear multistep formulas in boundary value form
• A Circulant Preconditioner for the Systems of LMF-Based ODE Codes
• A splitting preconditioner for the iterative solution of implicit Runge-Kutta and boundary value methods
• Reliable preconditioned iterative linear solvers for some numerical integrators

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