Modified ILU as a smoother |
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Authors: | Rob Stevenson |
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Institution: | (1) Department of Mathematics and Computer Science, Eindhoven University of Technology, P.O. Box 513, NL-5600 MB Eindhoven, The Netherlands. E-mail: stevenso{\tt @}win.tue.nl , NL |
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Abstract: | Summary.
We study a variant of ILU, viz. with
, as a smoother in multi-grid methods. The
-decomposition is characterized by the
fact that the rest matrix is not zero on the
diagonal but instead of that satisfies . The use of as a smoother is
recommended because of the observed robustness when it is
applied to singular perturbation problems. However, until now,
a proof of robustness has only been given for one model
anisotropic equation by Wittum.
In this paper, we show that the -decomposition
of an M-matrix exists and yields a regular
splitting. For symmetric M-matrices and symmetric
decomposition ``patterns' we prove that the eigenvalues of the
-smoother are in \footnote{After this paper was
submitted, the author learned of a report of Notay (\cite{239.5})
where related results are discussed}, whereas the rest matrix is
at most a modest factor larger than the rest matrix of the
unmodified ILU-decomposition. With these properties,
robustness can now be shown when the rest matrix of the
unmodified decomposition is ``small enough'. Our results
generalize Wittum's results for the model problem.
Received August 16, 1992 / Revised version received September 7,
1993 |
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Keywords: | Mathematics Subject Classification (1991): 65F10 65N20 65N30 |
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