Analysis of Preconditioners for ODE Analysis of Preconditioners for ODE

Youwei WEN
Faculty of Computer Science
Guangdong University of Technology
China
Email: wenyouwei@sina.com

The discrete problem associated with boundary value methods for the solution of initial value problems,which is equivalent to a linear system Gy = f, is a quasi-Toeplitz system when a constant stepsize is used. In this paper we split the matrix G in the form of G = P+E where P is a circulant matrix. In [1],P is used to be the preconditioner of G.I analyze the proconditioners and investigate the spectra of the preconditioned coefficient matrices. It is proved that the matrix P-1E has the eigenvalue zero with at least (n-2)m and the formula of the nonzeor eigenvalues is given. When the limit n approaches infinite, the nonzeor eigenvalues approaches two curve segments.



References.

[1] Daniele Bertaccini and Michael K. Ng, The Convergence of Block Preconditioned Systems Arising from LMF-based ODE Codes.


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On 15 Apr 2002, 14:39.