Block-circulant preconditioners for systems arising from discretization of the three-dimensional convection–diffusion equation |
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Authors: | William M Cheung Michael K Ng |
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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. |
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Keywords: | Circulant preconditioner Convection– diffusion equations Finite difference discretization GMRES |
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