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Band-Toeplitz Preconditioned GMRES Iterations for Time-Dependent PDEs

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Abstract

Nonsymmetric linear systems of algebraic equations which are small rank perturbations of block band-Toeplitz matrices from discretization of time-dependent PDEs are considered. With a combination of analytical and experimental results, we examine the convergence characteristics of the GMRES method with circulant-like block preconditioning for solving these systems.

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Authors
  1. Daniele Bertaccini
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  2. Michael K. Ng
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Bertaccini, D., Ng, M.K. Band-Toeplitz Preconditioned GMRES Iterations for Time-Dependent PDEs. BIT Numerical Mathematics 43, 901–914 (2003). https://doi.org/10.1023/B:BITN.0000014545.13704.22

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