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Preconditioning for solving Hermite collocation by the Bi-CGSTAB

Mathioudakis Emmanouil, Saridakis Ioannis, Papadopoulou Eleni

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URI: http://purl.tuc.gr/dl/dias/3304864E-D411-4120-B707-2A2BC5913DCA
Year 2006
Type of Item Peer-Reviewed Journal Publication
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Bibliographic Citation Ε.Ν. Mathioudakis, Ε. Ρ. Papadopoulou , Υ. G. Saridakis,.(2006). Preconditioning for solving Hermite Collocation by the Bi-CGSTAB . ACM Transactions on Mathematical Software [online].pp 811-816. Available:http://www.researchgate.net/profile/Yiannis_Saridakis/publication/255575071_Preconditioning_for_solving_Hermite_Collocation_by_the_Bi-CGSTAB/links/544dc44d0cf2bcc9b1d8f2f4.pdf
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Summary

Explicit pre/post conditioning of the large, sparse and non-symmetric system of equations, arising from the discretization of the Dirichlet Poisson’s Boundary Value Problem (BVP) by the Hermite Collocation method is the problem considered herein. Using the 2-cyclic (red-black) structure of the Collocation coefficient matrix, we investigate the eigenvalue distribution of its preconditioned analogs emerging from its red-black USSOR (UnSymmet- ric SOR) splittings. This analysis, coupled with computational efficiency issues, enables us to justify the choice of Gauss-Seidel (GS) preconditioned schemes as efficient and practical ones, when they used to accelerate the rate of convergence of the Bi-CGSTAB iterative Krylov subspace method. Our results are verified by numerical experiments.

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