Incomplete block factorization preconditioning for indefinite elliptic problems

Abstract

The application of the finite difference method to approximate the solution of an indefinite elliptic problem produces a linear system whose coefficient matrix is block tridiagonal and symmetric indefinite. Such a linear system can be solved efficiently by a conjugate residual method, particularly when combined with a good preconditioner. We show that specific incomplete block factorization exists for the indefinite matrix if the mesh size is reasonably small, and that this factorization can serve as an efficient preconditioner. Some efforts are made to estimate the eigenvalues of the preconditioned matrix. Numerical results are also given.

An Algebraic Multilevel Multigraph Algorithm

“…Algebraic multigrid methods are currently a topic of intense research interest [17,18,20,46,12,48,38,11,44,3,4,1,2,5,16,7,29,28,27,42,41,21]. An excellent recent survey is given in Wagner [49].…”