Block-Toeplitz preconditioning for static and dynamic linear systems

Research output: Contribution to journalArticle

2 Citations (Scopus)

Abstract

Acceleration techniques for iterative methods for linear systems of both static (Qy = b) and dynamic (y′ = Qy + g(t)) type are analyzed. A new splitting Q = M - N, where M is block-Toeplitz is proposed. In the static case considerable improvement is observed, while in the dynamic case this preconditioning results only in a slightly faster waveform relaxation scheme than the traditional block-Jacobi dynamic iteration method in the case of linear systems approximating heat equation in one or two dimensions. It is shown that the static analysis does not predict correctly the optimal value of the parameters introduced for the dynamic case, but that a spectral analysis does.

Original languageEnglish (US)
Pages (from-to)51-74
Number of pages24
JournalLinear Algebra and Its Applications
Volume279
Issue number1-3
StatePublished - Aug 15 1998

Fingerprint

Otto Toeplitz
Preconditioning
Dynamic Systems
Linear systems
Linear Systems
Waveform Relaxation
Relaxation Scheme
Static analysis
Iteration Method
Static Analysis
Iterative methods
Spectral Analysis
Jacobi
Heat Equation
Spectrum analysis
One Dimension
Two Dimensions
Iteration
Predict

Keywords

  • Accelerating of convergence
  • Iterative methods
  • Overlapping
  • Preconditioning
  • Splitting
  • Waveform relaxation method

ASJC Scopus subject areas

  • Algebra and Number Theory
  • Numerical Analysis

Cite this

Block-Toeplitz preconditioning for static and dynamic linear systems. / Burrage, K.; Jackiewicz, Zdzislaw; Welfert, Bruno.

In: Linear Algebra and Its Applications, Vol. 279, No. 1-3, 15.08.1998, p. 51-74.

Research output: Contribution to journalArticle

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