• Title/Summary/Keyword: semi-circulant preconditioning

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EIGENVALUES FOR THE SEMI-CIRCULANT PRECONDITIONING OF ELLIPTIC OPERATORS WITH THE VARIABLE COEFFICIENTS

  • Kim, Hoi-Sub;Kim, Sang-Dong;Lee, Yong-Hun
    • Journal of the Korean Mathematical Society
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    • v.44 no.3
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    • pp.627-645
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    • 2007
  • We investigate the eigenvalues of the semi-circulant preconditioned matrix for the finite difference scheme corresponding to the second-order elliptic operator with the variable coefficients given by $L_vu\;:=-{\Delta}u+a(x,\;y)u_x+b(x,\;y)u_y+d(x,\;y)u$, where a and b are continuously differentiable functions and d is a positive bounded function. The semi-circulant preconditioning operator $L_cu$ is constructed by using the leading term of $L_vu$ plus the constant reaction term such that $L_cu\;:=-{\Delta}u+d_cu$. Using the field of values arguments, we show that the eigenvalues of the preconditioned matrix are clustered at some number. Some numerical evidences are also provided.