ISSN:
1572-9125
Keywords:
Primary: 65F10, 65N20
;
Secondary: 15A06
;
Linear systems
;
iterative methods
;
preconditioners
;
incomplete factorizations
;
non-self-adjoint
;
convection-diffusion
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract Two classes of incomplete factorization preconditioners are considered for nonsymmetric linear systems arising from second order finite difference discretizations of non-self-adjoint elliptic partial differential equations. Analytic and experimental results show that relaxed incomplete factorization methods exhibit numerical instabilities of the type observed with other incomplete factorizations, and the effects of instability are characterized in terms of the relaxation parameter. Several stabilized incomplete factorizations are introduced that are designed to avoid numerically unstable computations. In experiments with two-dimensional problems with variable coefficients and on nonuniform meshes, the stabilized methods are shown to be much more robust than standard incomplete factorizations.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01932751
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