Incomplete block factorization preconditioning for indefinite elliptic problems

Authors
Citation
Ch. Guo, Incomplete block factorization preconditioning for indefinite elliptic problems, NUMER MATH, 83(4), 1999, pp. 621-639
Citations number
24
Categorie Soggetti
Mathematics
Journal title
NUMERISCHE MATHEMATIK
ISSN journal
0029599X → ACNP
Volume
83
Issue
4
Year of publication
1999
Pages
621 - 639
Database
ISI
SICI code
0029-599X(199910)83:4<621:IBFPFI>2.0.ZU;2-3
Abstract
The application of the finite difference method to approximate the solution of an indefinite elliptic problem produces a linear system whose coefficie nt matrix is block tridiagonal and symmetric indefinite. Such a linear syst em can be solved efficiently by a conjugate residual method, particularly w hen combined with a good preconditioner. We show that specific incomplete b lock factorization exists for the indefinite matrix if the mesh size is rea sonably small, and that this factorization can serve as an efficient precon ditioner. Some efforts are made to estimate the eigenvalues of the precondi tioned matrix. Numerical results are also given.