Low frequency tangential filtering decomposition

For block‐tridiagonal systems of linear equations arising from the discretization of partial differential equations, a composite preconditioner is proposed and tested. It combines a classical ILU0 factorization for high frequencies with a tangential filtering preconditioner. The choice of the filter...

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Bibliographic Details
Published in:Numerical linear algebra with applications 2007-03, Vol.14 (2), p.129-147
Main Authors: Achdou, Y., Nataf, F.
Format: Article
Language:English
Subjects:
block decomposition
frequency filtering decompositions
iterative methods
Mathematics
Numerical Analysis
preconditioner
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Summary:For block‐tridiagonal systems of linear equations arising from the discretization of partial differential equations, a composite preconditioner is proposed and tested. It combines a classical ILU0 factorization for high frequencies with a tangential filtering preconditioner. The choice of the filtering vector is important: the test‐vector is the Ritz eigenvector corresponding to the approximate lowest eigenvalue, obtained after a limited number of iterations of a ILU0 preconditioned Krylov method. Numerical tests are carried out for this method. Copyright © 2006 John Wiley & Sons, Ltd.
ISSN:1070-5325
1099-1506
DOI:10.1002/nla.512