SOR as a preconditioner

DOI10.1016/0168-9274(95)00080-EMaRDI QIDQ1904021zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 30 June 1996

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0168-9274(95)00080-e

zbMATH Keywords

BiCGSTABconvection-diffusion equationfinite differencesGMRESmultiple SOR preconditioningnonsymmetric iterative solversnumerical resultspreconditionerred-black orderingsuccessive overrelaxationtest example

Mathematics Subject Classification ID

Conditioning of matrices (15A12) Boundary value problems for second-order elliptic equations (35J25) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Finite difference methods for boundary value problems involving PDEs (65N06)

Review text

The paper contains numerical results concerning the use of successive overrelaxation (SOR) as a preconditioner for the nonsymmetric iterative solvers GMRES and BiCGSTAB. As a test example, the authors choose a 2D convection-diffusion equation on the unit square with Dirichlet boundary conditions discretized by standard five-point finite differences for the principal part and centered differences for the first-order derivatives. The numerical findings indicate that for both the lexicographic and the red-black ordering, multiple SOR preconditioning steps with a relaxation parameter \(\omega\) close to the optimal \(\omega_{\text{opt}}\) can reduce the number of iterations by at least a factor of 2. Moreover, the preconditioned nonsymmetric iterative solvers are robust with respect to \(\omega\) in the range \(\omega < \omega_{\text{opt}}\) but exhibit a very strong sensitivity for \(\omega > \omega_{\text{opt}}\).

Recommendations

• SOR as a preconditioner. II
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Cites work

• A Comparison of Preconditioned Nonsymmetric Krylov Methods on a Large-Scale MIMD Machine
• Bi-CGSTAB: A Fast and Smoothly Converging Variant of Bi-CG for the Solution of Nonsymmetric Linear Systems
• Efficient Implementation of a Class of Preconditioned Conjugate Gradient Methods
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• scientific article; zbMATH DE number 663839 (Why is no real title available?)
• scientific article; zbMATH DE number 733664 (Why is no real title available?)
• scientific article; zbMATH DE number 3366440 (Why is no real title available?)
• Iterative Methods for Cyclically Reduced Non-Self-Adjoint Linear Systems
• Orderings for Conjugate Gradient Preconditionings
• The effect of ordering on preconditioned conjugate gradients

Cited in

(10)

• SOR as a preconditioner. II
• Explicit approximate inverse preconditioning techniques
• Iterative solution of linear systems in the 20th century
• A modified SSOR-like preconditioner for non-Hermitian positive definite matrices
• Multistep matrix splitting iteration preconditioning for singular linear systems
• scientific article; zbMATH DE number 992800 (Why is no real title available?)
• S.S.O.R. Preconditioning behaviour withrespect to the relaxation parameter, in the case of by plane discretizationof 3d-problems
• Convergence analysis of modified iterative methods to solve linear systems
• Generalized successive overrelaxation iterative method for a class of complex symmetric linear system of equations
• An improved SSOR-like preconditioner for the non-Hermitian-positive definite linear system with a dominant skew-Hermitian part

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