Modified Block SSOR Preconditioners for Symmetric Positive Definite Linear Systems

Zhong-Zhi Bai ()

Annals of Operations Research, 2001, vol. 103, issue 1, 263-282

Abstract: A class of modified block SSOR preconditioners is presented for the symmetric positive definite systems of linear equations, whose coefficient matrices come from the hierarchical-basis finite-element discretizations of the second-order self-adjoint elliptic boundary value problems. These preconditioners include a block SSOR iteration preconditioner, and two inexact block SSOR iteration preconditioners whose diagonal matrices except for the (1,1)-block are approximated by either point symmetric Gauss–Seidel iterations or incomplete Cholesky factorizations, respectively. The optimal relaxation factors involved in these preconditioners and the corresponding optimal condition numbers are estimated in details through two different approaches used by Bank, Dupont and Yserentant (Numer. Math. 52 (1988) 427–458) and Axelsson (Iterative Solution Methods (Cambridge University Press, 1994)). Theoretical analyses show that these modified block SSOR preconditioners are very robust, have nearly optimal convergence rates, and especially, are well suited to difficult problems with rough solutions, discretized using highly nonuniform, adaptively refined meshes. Copyright Kluwer Academic Publishers 2001

Keywords: symmetric positive definite linear system; block SSOR iteration; preconditioner; hierarchical basis discretization (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1012915424955

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