ON THE RATE OF CONVERGENCE AND COMPLEXITY OF NORMALIZED IMPLICIT PRECONDITIONING FOR SOLVING FINITE DIFFERENCE EQUATIONS IN THREE SPACE VARIABLES

Author:

GRAVVANIS GEORGE A.1,GIANNOUTAKIS KONSTANTINOS M.2

Affiliation:

1. Department of Computer Science, Hellenic Open University, Patras, Greece

2. Department of Informatics and Telecommunications, University of Athens, Panepistimioupolis, GR 157 84 Athens, Greece

Abstract

Normalized approximate factorization procedures for solving sparse linear systems, which are derived from the finite difference method of partial differential equations in three space variables, are presented. Normalized implicit preconditioned conjugate gradient-type schemes in conjunction with normalized approximate factorization procedures are presented for the efficient solution of sparse linear systems. The convergence analysis with theoretical estimates on the rate of convergence and computational complexity of the normalized implicit preconditioned conjugate gradient method are also given. Application of the proposed method on characteristic three dimensional boundary value problems is discussed and numerical results are given.

Publisher

World Scientific Pub Co Pte Lt

Subject

Computational Mathematics,Computer Science (miscellaneous)

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