Abstract
This paper is concerned with the application of preconditioning techniques to the well known Jacobi iterative method for solving the finite difference equations derived from the discretization of self-adjoint elliptic partial differential equations. The convergence properties of this one parameter preconditioned method are analyzed and the value of the optimum preconditioning parameter and the performance of the method determined for a variety of standard problems.
Zusammenfassung
Die Arbeit behandelt die Anwendung von Vorkonditionierungstechniken auf das bekannte Iterationsverfahren von Jacobi zur Lösung der Differenzengleichungen, die bei der Diskretisierung selbstadjungierter elliptischer partieller Differentialgleichungen entstehen. Die Konvergenzeigenschaften dieses einparametrigen Vorkonditionnierungsverfahrens werden untersucht, die Werte des optimalen Parameters und das Verhalten der Methode werden für verschiedene Standardprobleme bestimmt.
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Evans, D. J.: The use of preconditioning in iterative methods for solving linear equations with symmetric positive definite matrices. J.I.M.A.4, 295–314 (1968).
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Evans, D. J., Missirlis, N. M.: The preconditioned Jacobi method for solving elliptic difference equations. T. R. 160, Computer Studies Dept. Loughborough University, Loughborough, 1980.
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Evans, D.J., Missirlis, N.M. On the preconditioned Jacobi method for solving large linear systems. Computing 29, 167–173 (1982). https://doi.org/10.1007/BF02249939
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DOI: https://doi.org/10.1007/BF02249939