Modulus‐based matrix splitting iteration methods for linear complementarity problems

For the large sparse linear complementarity problems, by reformulating them as implicit fixed‐point equations based on splittings of the system matrices, we establish a class of modulus‐based matrix splitting iteration methods and prove their convergence when the system matrices are positive‐definite matrices and H₊‐matrices. These results naturally present convergence conditions for the symmetric positive‐definite matrices and the M‐matrices. Numerical results show that the modulus‐based relaxation methods are superior to the projected relaxation methods as well as the modified modulus method in computing efficiency. Copyright © 2009 John Wiley & Sons, Ltd.     

A CLASS OF NEW PARALLEL HYBRID ALGEBRAIC MULTILEVEL ITERATIONS

1. IntroductionConsider the large sparse system of linear equationsAx = b, (1.1)where, for a fixed positive integer cr, A e L(R") is a symmetric positive definite (SPD) matrir,having the bloCked formx,b E R" are the uDknwn and the known vectors, respectively, having the correspondingblocked formsni(ni S n, i = 1, 2,', a) are a given positthe integers, satisfying Z ni = n. This systemi= 1of linear equations often arises in sultable finite element discretizations of many secondorderseifad…     

Convergence of block iterative methods for linear systems with generalized H-matrices

The paper studies the convergence of some block iterative methods for the solution of linear systems when the coefficient matrices are generalized H$H$-matrices. A truth is found that the class of conjugate generalized H$H$-matrices is a subclass of the class of generalized H$H$-matrices and the convergence results of R. Nabben [R. Nabben, On a class of matrices which arises in the numerical solution of Euler equations, Numer. Math. 63 (1992) 411–431] are then extended to the class of generalized H$H$-matrices. Furthermore, the convergence of the block AOR iterative method for linear systems with generalized H$H$-matrices is established and some properties of special block tridiagonal matrices arising in the numerical solution of Euler equations are discussed. Finally, some examples are given to demonstrate the convergence results obtained in this paper.     

Numerical comparison of preconditionings for large sparse finite element problems

A numerical study of the efficiency of the modified conjugate gradients (MCG) is performed using different preconditioning schemes. The MCG behavior is evaluated in connection with the solution of large linear sets of symmetric positive definite (p.d.) equations, arising from the finite element (f.e.) integration of partial differential equations of parabolic and elliptic type and the analysis of the leftmost eingenspectrum of the corresponding matrices. A simple incomplete Cholesky factorization ICCG(O) having the same sparsity pattern as the original problem is compared with a more complex technique ICAJ (Ψ) where the triangular factor is allowed to progressively fill in depending on a rejection parameter Ψ. The performance of the preconditioning algorithms is explored on finite element equations whose size N ranges between 150 and 2300. The results show that an optimal Ψ_opt may be found which minimizes the overall CPU time for the solution of both the linear system and the eigenproblem. The comparison indicates that ICAJ (Ψ_opt) is not significantly more efficient than ICCG(O), which therefore appears to be a simple, robust, and reliable method for the preconditioning of large sparse finite element models.     

Contractivity of θ-method for semi-discrete systems

We consider nonlinear semi-discrete problems that derive by reaction diffusion systems of partial differential equations, when finite difference methods or Faedo Galerkin methods are used for spatial discretization. The aim of this article is to give sufficient conditions for the contractivity of the θ-method, in a norm generated by a positive diagonal matrix G. We show that the numerical contractivity property is obtained if some matrices, constructed by means of the Jacobian matrix of nonlinear term, are M-matrices. © 1996 John Wiley & Sons, Inc.     

A robust algebraic multilevel preconditioner for non‐symmetric M‐matrices

Stable finite difference approximations of convection‐diffusion equations lead to large sparse linear systems of equations whose coefficient matrix is an M‐matrix, which is highly non‐symmetric when the convection dominates. For an efficient iterative solution of such systems, it is proposed to consider in the non‐symmetric case an algebraic multilevel preconditioning method formerly proposed for pure diffusion problems, and for which theoretical results prove grid independent convergence in this context. These results are supplemented here by a Fourier analysis that applies to constant coefficient problems with periodic boundary conditions whenever using an ‘idealized’ version of the two‐level preconditioner. Within this setting, it is proved that any eigenvalue λ of the preconditioned system satisfies for some real constant c such that . This result holds independently of the grid size and uniformly with respect to the ratio between convection and diffusion. Extensive numerical experiments are conducted to assess the convergence of practical two‐ and multi‐level schemes. These experiments, which include problems with highly variable and rotating convective flow, indicate that the convergence is grid independent. It deteriorates moderately as the convection becomes increasingly dominating, but the convergence factor remains uniformly bounded. This conclusion is supported for both uniform and some non‐uniform (stretched) grids. Copyright © 2000 John Wiley & Sons, Ltd.     

Classes of general H-matrices

Let M(A) denote the comparison matrix of a square H-matrix A, that is, M(A) is an M-matrix. H-matrices such that their comparison matrices are nonsingular are well studied in the literature. In this paper, we study characterizations of H-matrices with either singular or nonsingular comparison matrices. The spectral radius of the Jacobi matrix of M(A) and the generalized diagonal dominance property are used in the characterizations. Finally, a classification of the set of general H-matrices is obtained.     

Rounding Error Analysis in Solving M-Matrix Linear Systems of Block Hessenberg Form

The problem of solving large M-matrix linear systems with sparse coefficient matrix in block Hessenberg form is here addressed. In previous work of the authors a divide-and-conquer strategy was proposed and a backward error analysis of the resulting algorithm was presented showing its effectiveness for the solution of computational problems of queueing theory and Markov chains. In particular, it was shown that for block Hessenberg M-matrices the algorithm is weakly backward stable in the sense that the computed solution is the exact solution of a nearby linear system, where the norm of the perturbation is proportional to the condition number of the coefficient matrix. In this note a better error estimate is given by showing that for block Hessenberg M-matrices the algorithm is even backward stable.     

H‐self‐adjoint matrices. Application to radiosity

In computer graphics, in the radiosity context, a linear system Φx=b must be solved and there exists a diagonal positive matrix H such that H Φ is symmetric. In this article, we extend this property to complex matrices: we are interested in matrices which lead to Hermitian matrices under premultiplication by a Hermitian positive‐definite matrix H. We shall prove that these matrices are self‐adjoint with respect to a particular innerproduct defined on ?ⁿ. As a result, like Hermitian matrices, they have real eigenvalues and they are diagonalizable. We shall also show how to extend the Courant–Fisher theorem to this class of matrices. Finally, we shall give a new preconditioning matrix which really improves the convergence speed of the conjugate gradient method used for solving the radiosity problem. Copyright © 2002 John Wiley & Sons, Ltd.     

Monotone positive stable matrices

The class of real matrices which are both monotone (inverse positive) and positive stable is investigated. Such matrices, called N-matrices, have the well-known class of nonsingular M-matrices as a proper subset. Relationships between the classes of N-matrices, M-matrices, nonsingular totally nonnegative matrices, and oscillatory matrices are developed. Conditions are given for some classes of matrices, including tridiagonal and some Toeplitz matrices, to be N-matrices.     

On the preconditioning of matrices with skew-symmetric splittings

The rates of convergence of iterative methods with standard preconditioning techniques usually degrade when the skew-symmetric part S of the matrix is relatively large. In this paper, we address the issue of preconditioning matrices with such large skew-symmetric parts. The main idea of the preconditioner is to split the matrix into its symmetric and skew-symmetric parts and to invert the (shifted) skew-symmetric matrix. Successful use of the method requires the solution of a linear system with matrix I+S. An efficient method is developed using the normal equations, preconditioned by an incomplete orthogonal factorization.Numerical experiments on various systems arising in physics show that the reduction in terms of iteration count compensates for the additional work per iteration when compared to standard preconditioners.     

On Some Properties of Convex Matrix Sets Characterized by P -Matrices and Block P -Matrices

In this paper, we consider convex sets of real matrices and establish criteria characterizing these sets with respect to certain matrix properties of their elements. In particular, we deal with convex sets of P-matrices, block P-matrices and M-matrices, nonsingular and full rank matrices, as well as stable and Schur stable matrices. Our results are essentially based on the notion of a block P-matrix and extend and generalize some recently published results on this topic.     

Metodi misti di exponential fitting per le equazioni di continuita' della corrente

We present an overview of results obtained for the numerical treatment of the current continuity equations arising in the drift-diffusion model for semiconductor devices. In particular, two mixed finite element schemes are discussed. Together with the good features of already known mixed schemes (current preservation and good approximation of sharp shapes) they provideM-matrices, even when a zero order term is present in the equations.     

Structured preconditioners for nonsingular matrices of block two-by-two structures

For the large sparse block two-by-two real nonsingular matrices, we establish a general framework of practical and efficient structured preconditioners through matrix transformation and matrix approximations. For the specific versions such as modified block Jacobi-type, modified block Gauss-Seidel-type, and modified block unsymmetric (symmetric) Gauss-Seidel-type preconditioners, we precisely describe their concrete expressions and deliberately analyze eigenvalue distributions and positive definiteness of the preconditioned matrices. Also, we show that when these structured preconditioners are employed to precondition the Krylov subspace methods such as GMRES and restarted GMRES, fast and effective iteration solvers can be obtained for the large sparse systems of linear equations with block two-by-two coefficient matrices. In particular, these structured preconditioners can lead to efficient and high-quality preconditioning matrices for some typical matrices from the real-world applications.

     

Iterative processes based on block <Emphasis Type="Italic">H</Emphasis>-splittings

Block H-splittings of block square matrices (which, in general, have complex entries) are examined. It is shown that block H-matrices are the only ones that admit this type of splittings. Iterative processes corresponding to these splittings are proved to be convergent. The concept of a simple splitting of a block matrix is introduced, and the convergence of iterative processes related to simple splittings of block H-matrices is investigated. Multisplitting and nonstationary iterative processes based on block H-splittings are considered. Sufficient conditions for their convergence are derived, and some estimates for the asymptotic convergence rate are given.     

Pivoting strategies leading to diagonal dominance by rows

Pivoting strategies for Gaussian elimination leading to upper triangular matrices which are diagonally dominant by rows are studied. Forward error analysis of triangular systems whose coefficient matrices are diagonally dominant by rows is performed. We also obtain small bounds of the backward errors for the pivoting strategies mentioned above. Our examples of matrices include H-matrices and some generalizations of diagonally dominant matrices, and scaled partial pivoting for the 1-norm is an example of these pivoting strategies. In the case of an M-matrix, a pivoting strategy of computational complexity is proposed, which satisfies all the results of the paper. Received June 6, 1997 / Revised version received October 27, 1997     

An efficient analyse phase for element problems

The analyse phase of a sparse direct solver for symmetrically structured linear systems of equations is used to determine the sparsity pattern of the matrix factor. This allows the subsequent numerical factorisation and solve phases to be executed efficiently. Many direct solvers require the system matrix to be in assembled form. For problems arising from finite element applications, assembling and then using the system matrix can be costly in terms of both time and memory. This paper describes and implements a variant of the work of Gilbert, Ng and Peyton for matrices in elemental form. The proposed variant works with an equivalent matrix that avoids explicitly assembling the system matrix and exploits supervariables. Numerical experiments using problems from practical applications are used to demonstrate the significant advantages of working directly with the elemental form. Copyright © 2012 John Wiley & Sons, Ltd.     

Generalizations of M-matrices which may not have a nonnegative inverse

Generalizations of M-matrices are studied, including the new class of GM-matrices. The matrices studied are of the form sI-B with B having the Perron-Frobenius property, but not necessarily being nonnegative. Results for these classes of matrices are shown, which are analogous to those known for M-matrices. Also, various splittings of a GM-matrix are studied along with conditions for their convergence.     

Finite volume element approximations of nonlocal reactive flows in porous media

In this article, we study finite volume element approximations for two‐dimensional parabolic integro‐differential equations, arising in the modeling of nonlocal reactive flows in porous media. These types of flows are also called NonFickian flows and exhibit mixing length growth. For simplicity, we consider only linear finite volume element methods, although higher‐order volume elements can be considered as well under this framework. It is proved that the finite volume element approximations derived are convergent with optimal order in H¹‐ and L²‐norm and are superconvergent in a discrete H¹‐norm. By examining the relationship between finite volume element and finite element approximations, we prove convergence in L^∞‐ and W^1,∞‐norms. These results are also new for finite volume element methods for elliptic and parabolic equations. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 285–311, 2000     

M-matrix products having positive principal minors

Sufficient conditions are given for powers and products of M-matrices to have all principal minors positive. Several of these conditions involve directed graphs of the matrices. In particular we show that if A and B are irreducible M-matrices which have longest simple circuit of length two with A+B having no simple circuit longer than three, then the product AB has all principal minors positive.