Block-circulant preconditioners for systems arising from discretization of the three-dimensional convection-diffusion equation

  • Authors:
  • William M. Cheung;Michael K. Ng

  • Affiliations:
  • Department of Mathematics, The University of Hong Kong, Pokfulam Road, Hong Kong, China;Department of Mathematics, The University of Hong Kong, Pokfulam Road, Hong Kong, China

  • Venue:
  • Journal of Computational and Applied Mathematics - Special issue: Proceedings of the 9th International Congress on computational and applied mathematics
  • Year:
  • 2002

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Abstract

We consider the system, of equations arising from finite difference discretization of a three-dimensional convection-diffusion model problem. This system is typically nonsymmetric. The GMRES method with the Strang block-circulant preconditioner is proposed for solving this linear system. We show that our preconditioners are invertible and study the spectra of the preconditioned matrices. Numerical results are reported to illustrate the effectiveness of our methods.