Skew-circulant preconditioners for systems of LMF-based ODE codes

D Bertaccini, MK Ng - International Conference on Numerical Analysis and …, 2000 - Springer
International Conference on Numerical Analysis and Its Applications, 2000Springer
We consider the solution of ordinary differential equations (ODEs) using implicit linear
multistep formulae (LMF). More precisely, here we consider Boundary Value Methods.
These methods require the solution of one or more unsymmetric, large and sparse linear
systems. In [6], Chan et al. proposed using Strang block-circulant preconditioners for solving
these linear systems. However, as observed in [1], Strang preconditioners can be often ill-
conditioned or singular even when the given system is well-conditioned. In this paper, we …
Abstract
We consider the solution of ordinary differential equations (ODEs) using implicit linear multistep formulae (LMF). More precisely, here we consider Boundary Value Methods. These methods require the solution of one or more unsymmetric, large and sparse linear systems. In [6], Chan et al. proposed using Strang block-circulant preconditioners for solving these linear systems. However, as observed in [1], Strang preconditioners can be often ill-conditioned or singular even when the given system is well-conditioned. In this paper, we propose a nonsingular skew-circulant preconditioner for systems of LMF-based ODE codes. Numerical results are given to illustrate the effectiveness of our method.
Springer
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