Solving large elliptic difference equations on CYBER 205

DOI10.1016/0167-8191(88)90084-1MaRDI QIDQ1096359zbMATH OpenOpenAlexFDO

Authors Yau shu Wong

Publication date 1988

Published in Parallel Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-8191(88)90084-1

zbMATH Keywords

high-order finite difference methodsincomplete LU-factorizationmatrix polynomial expansionmethod of conjugate gradientpreconditioning operatorPreconditioning techniquesvector processors

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Parallel numerical computation (65Y05)

Review text

Presented is a numerical algorithm for the solution of systems of linear equations arising from high-order finite difference methods. An iterative procedure based on the method of conjugate gradient is applied. Preconditioning techniques based on incomplete LU-factorization and matrix polynomial expansion are considered. The idea of an approximate polynomial preconditioning is introduced for equations resulting from high order discretization methods. The major advantage of this approach is that a matrix consisting of far fewer non-zero elements than the original one can be used as an effective preconditioning operator. Consequently, the computational work in solving the preconditioner system, which is needed in each cg-iteration, is substantially reduced. The iterative procedure is suitable for implementation on vector processors such as the CYBER 205.

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• Approximate polynomial preconditionings applied to biharmonic equations
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