Skip to main content

Algebraic Analysis of Schwarz Methods for Singular Systems

  • Conference paper
Domain Decomposition Methods in Science and Engineering

Part of the book series: Lecture Notes in Computational Science and Engineering ((LNCSE,volume 40))

  • 1824 Accesses

Summary

During the last few years, an algebraic formulation of Schwarz methods was developed. In this paper this algebraic formulation is used to prove new convergence results for multiplicative Schwarz methods when applied to consistent singular systems of linear equations. Coarse grid corrections are also studied. In particular, these results are applied to the numerical solutions of Markov chains.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  • G. Alefeld and N. Schneider. On square roots of M-matrices. Linear Algebra and its Applications, 42:119–132, 1982.

    Article  MathSciNet  Google Scholar 

  • M. Benzi, A. Frommer, R. Nabben, and D. B. Szyld. Algebraic theory of multiplicative Schwarz methods. Numerische Mathematik, 89:605–639, 2001.

    MathSciNet  Google Scholar 

  • A. Berman and R. J. Plemmons. Nonnegative Matrices in the Mathematical Sciences. Academic Press, New York, third edition, 1979. Reprinted by SIAM, Philadelphia, 1994.

    Google Scholar 

  • E. Bohl and I. Marek. A model of amplification. Journal of Computational and Applied Mathematics, 63:27–47, 1995.

    Article  MathSciNet  Google Scholar 

  • M. Dryja, B. F. Smith, and O. B. Widlund. Schwarz analysis of iterative substructuring algorithms for elliptic problems in three dimensions. SIAM J. Numer. Anal., 31(6):1662–1694, December 1994.

    Article  MathSciNet  Google Scholar 

  • M. Dryja and O. B. Widlund. Domain decomposition algorithms with small overlap. SIAM J. Sci. Comput., 15(3):604–620, May 1994.

    Article  MathSciNet  Google Scholar 

  • I. S. Duff and J. K. Reid. An implementation of tarjan's algorithm for the block triangularization of a matrix. ACM Transactions on Mathematical Software, 4:337–147, 1978.

    Google Scholar 

  • A. Frommer and D. B. Szyld. Weighted max norms, splittings, and overlapping additive Schwarz iterations. Numerische Mathematik, 83:259–278, 1999.

    Article  MathSciNet  Google Scholar 

  • A. Frommer and D. B. Szyld. An algebraic convergence theory for restricted additive Schwarz methods using weighted max norms. SIAM Journal on Numerical Analysis, 39:463–479, 2001.

    Article  MathSciNet  Google Scholar 

  • F. R. Gantmacher. Application of the Theory of Matrices. Interscience, New York, 1959.

    Google Scholar 

  • I. Marek. Frobenius theory of positive operators. comparison theorems and applications. SIAM Journal on Applied Mathematics, 19:608–628, 1970.

    Article  MathSciNet  Google Scholar 

  • I. Marek and D. B. Szyld. Comparison of convergence of general stationary iterative methods for singular matrices. Linear Algebra and its Applications, 316:67–87, 2000.

    Article  MathSciNet  Google Scholar 

  • I. Marek and D. B. Szyld. Comparison of convergence of general stationary iterative methods for singular matrices. SIAM Journal on Matrix Analysis and Applications, 24:68–77, 2002.

    Article  MathSciNet  Google Scholar 

  • I. Marek and D. B. Szyld. Algebraic Schwarz methods for the numerical solution of Markov chains. Linear Algebra and its Applications, 2004. To appear.

    Google Scholar 

  • R. Nabben. Comparisons between additive and multiplicative Schwarz iterations in domain decomposition methods. Numerische Mathematik, 95:145–162, 2003.

    Article  MATH  MathSciNet  Google Scholar 

  • R. Nabben and D. B. Szyld. Convergence theory of restricted multiplicative Schwarz methods. SIAM Journal on Numerical Analysis, 40:2318–2336, 2003.

    Article  MathSciNet  Google Scholar 

  • A. Quarteroni and A. Valli. Domain Decomposition Methods for Partial Differential Equations. Oxford Science Publications, 1999.

    Google Scholar 

  • B. F. Smith, P. E. Bjøstad, and W. Gropp. Domain Decomposition: Parallel Multilevel Methods for Elliptic Partial Differential Equations. Cambridge University Press, 1996.

    Google Scholar 

  • D. B. Szyld. Equivalence of convergence conditions for iterative methods for singular equations. Numerical Linear Algebra with Applications, 1:151–154, 1994.

    Article  MATH  MathSciNet  Google Scholar 

  • R. S. Varga. Matrix Iterative Analysis. Prentice-Hall, Englewood Cliffs, New Jersey, 1962. Second Edition, Springer, Berlin, 2000.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2005 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Marek, I., Szyld, D.B. (2005). Algebraic Analysis of Schwarz Methods for Singular Systems. In: Barth, T.J., et al. Domain Decomposition Methods in Science and Engineering. Lecture Notes in Computational Science and Engineering, vol 40. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-26825-1_69

Download citation

Publish with us

Policies and ethics