Fast iterative methods for symmetric sinc-Galerkin systems |
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Authors: | Ng MK |
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Affiliation: | Department of Mathematics, The University of Hong Kong, Pokfulam Road, Hong Kong, PRC |
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Abstract: | The symmetric sinc-Galerkin method developed by Lund, when appliedto the second-order self-adjoint boundary value problem, givesrise to a symmetric coefficient matrix has a special structureso that it can be advantageously used in solving the discretesystem. In this paper, we employ the preconditioned conjugategradient method with banded matrices as preconditioners. Weprove that the condition number of the preconditioned matrixis uniformly bounded by a constant independent of the size ofthe matrix. In particular, we show that the solution of an n-by-ndiscrete symmetric sinc-Galerkin system can be obtained in O(nlog n) operations. We also extend our method to the self-adjointelliptic partial differential equation. Numerical results aregiven to illustrate the effectiveness of our fast iterativesolvers. |
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