Alternating iterative scheme for the solution of block-structured systems

Šípek, Jan; Zítko, Jan

  • Programs and Algorithms of Numerical Mathematics, Publisher: Institute of Mathematics AS CR(Prague), page 214-229

Abstract

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We consider the solution of linear system with a block-structured matrix of saddle point type. The solution technique is based on the idea of the classical alternating-direction implicit iterative method where symmetric-antisymmetric splitting of the coefficient matrix is used. To find an optimal parameter for solving the system with a symmetric matrix, the polynomial filters are considered. The CGW method is used for systems with skew-symmetric matrix. The numerical tests compare the results obtained by using alternating iteration and GMRES and point out advantages of alternative iterations for larger systems.

How to cite

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Šípek, Jan, and Zítko, Jan. "Alternating iterative scheme for the solution of block-structured systems." Programs and Algorithms of Numerical Mathematics. Prague: Institute of Mathematics AS CR, 2004. 214-229. <http://eudml.org/doc/271268>.

@inProceedings{Šípek2004,
abstract = {We consider the solution of linear system with a block-structured matrix of saddle point type. The solution technique is based on the idea of the classical alternating-direction implicit iterative method where symmetric-antisymmetric splitting of the coefficient matrix is used. To find an optimal parameter for solving the system with a symmetric matrix, the polynomial filters are considered. The CGW method is used for systems with skew-symmetric matrix. The numerical tests compare the results obtained by using alternating iteration and GMRES and point out advantages of alternative iterations for larger systems.},
author = {Šípek, Jan, Zítko, Jan},
booktitle = {Programs and Algorithms of Numerical Mathematics},
location = {Prague},
pages = {214-229},
publisher = {Institute of Mathematics AS CR},
title = {Alternating iterative scheme for the solution of block-structured systems},
url = {http://eudml.org/doc/271268},
year = {2004},
}

TY - CLSWK
AU - Šípek, Jan
AU - Zítko, Jan
TI - Alternating iterative scheme for the solution of block-structured systems
T2 - Programs and Algorithms of Numerical Mathematics
PY - 2004
CY - Prague
PB - Institute of Mathematics AS CR
SP - 214
EP - 229
AB - We consider the solution of linear system with a block-structured matrix of saddle point type. The solution technique is based on the idea of the classical alternating-direction implicit iterative method where symmetric-antisymmetric splitting of the coefficient matrix is used. To find an optimal parameter for solving the system with a symmetric matrix, the polynomial filters are considered. The CGW method is used for systems with skew-symmetric matrix. The numerical tests compare the results obtained by using alternating iteration and GMRES and point out advantages of alternative iterations for larger systems.
UR - http://eudml.org/doc/271268
ER -

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