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A comparison result for multisplittings and waveform relaxation methods
Authors:Andreas Frommer  Bert Pohl
Abstract:We show that certain multisplitting iterative methods based on overlapping blocks yield faster convergence than corresponding nonoverlapping block iterations, provided the coefficient matrix is an M-matrix. This result can be used to compare variants of the waveform relaxation algorithm for solving initial value problems. The methods under consideration use the same discretization technique, but are based on multisplittings with different overlaps. Numerical experiments on the Intel iPSC/860 hypercube are included.
Keywords:multisplittings  overlapping  comparison results  M-matrices  waveform relaxation  parallel algorithms
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