ITERATIVE METHODS FOR CYCLICALLY REDUCED NON-SELF-ADJOINT LINEAR-SYSTEMS .2.

被引:31
作者
ELMAN, HC
GOLUB, GH
机构
[1] UNIV MARYLAND,INST ADV COMP STUDIES,COLLEGE PK,MD 20742
[2] STANFORD UNIV,DEPT COMP SCI,STANFORD,CA 94305
关键词
LINEAR SYSTEMS; REDUCED SYSTEM; ITERATIVE METHODS; CONVECTION-DIFFUSION; NON-SELF-ADJOINT;
D O I
10.2307/2008538
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We perform an analytic and experimental study of line iterative methods for solving linear systems arising from finite difference discretizations of non-self-adjoint elliptic partial differential equations on two-dimensional domains. The methods consist of performing one step of cyclic reduction, followed by solution of the resulting reduced system by line relaxation. We augment previous analyses of one-line methods, and we derive a new convergence analysis for two-line methods, showing that both classes of methods are highly effective for solving the convection-diffusion equation. In addition, we compare the experimental performance of several variants of these methods, and we show that the methods can be implemented efficiently on parallel architectures.
引用
收藏
页码:215 / 242
页数:28
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