Stability and spectral properties of some incomplete block factorizations

DOI10.1007/BF02575866MaRDI QIDQ1193073zbMATH OpenWikidataFDO

Publication date 27 September 1992

Published in Calcolo (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02575866

incomplete block factorization numerical experiments parallel processing preconditioned conjugate gradient method preconditioning stability twisted triangular factors

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Parallel numerical computation (65Y05)

Review text

The paper concerns preconditioning by incomplete block factorization of the type \(PD^{-1}P^ T\) where \(D\) is a block diagonal and \(P\) is a twisted block triangular matrix. More precisely, \(P\) has nonzero blocks only in the diagonal positions and the positions \((i,i-1)\) for \(i\leq k\) and \((i,i+1)\) for \(k\leq i\), where \(k\) is a parameter. For this type of incomplete factorization, results concerning stability of factorization, error due to incomplete factorization and spectral characterization of the preconditioning effect are presented and the new type of factorization is compared with the standard incomplete block \(LD^{-1}L^ T\) factorization. The main reason for introducing this new type of incomplete factorization is the possibility of parallel processing. For a two processor parallel computer the speed up of about 2 is reached in the presented numerical experiments.

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