USING APPROXIMATE INVERSES IN ALGEBRAIC MULTILEVEL METHODS

Authors
Citation
Y. Notay, USING APPROXIMATE INVERSES IN ALGEBRAIC MULTILEVEL METHODS, Numerische Mathematik, 80(3), 1998, pp. 397-417
Citations number
31
Categorie Soggetti
Mathematics,Mathematics
Journal title
ISSN journal
0029599X
Volume
80
Issue
3
Year of publication
1998
Pages
397 - 417
Database
ISI
SICI code
0029-599X(1998)80:3<397:UAIIAM>2.0.ZU;2-Q
Abstract
This paper deals with the iterative solution of large sparse symmetric positive definite systems. We investigate preconditioning techniques of the two-level type that are based on a block factorization of the s ystem matrix. Whereas the basic scheme assumes an exact inversion of t he submatrix related to the first block of unknowns, we analyze the ef fect of using an approximate inverse instead. We derive condition numb er estimates that are valid for any type of approximation of the Schur complement and that do not assume the use of the hierarchical basis. They show that the two-level methods are stable when using approximate inverses based on modified ILU techniques, or explicit inverses that meet some raw-sum criterion. On the other hand, we bring to the light that the use of standard approximate inverses based on convergent spli ttings can have a dramatic effect on the convergence rate. These concl usions are numerically illustrated on some examples.