A hybrid preconditioner of banded matrix approximation and alternating direction implicit iteration for symmetric Sinc-Galerkin linear systems

Abstract

The symmetric Sinc-Galerkin method applied to a sparable second-order self-adjoint elliptic boundary value problem gives rise to a system of linear equations(Ψ x⊗D y+D x⊗Ψ y)u=g,where⊗ is the Kronecker product symbol, Ψ x and Ψ y are Toeplitz-plus-diagonal matrices, and D x and D y are diagonal matrices. The main contribution of this paper is to present and analyze a two-step preconditioning strategy based on the banded matrix approximation (BMA) and the alternating direction implicit (ADI) iteration for these Sinc-Galerkin systems. In particular, we show that the two-step preconditioner is symmetric positive definite, and the condition number of the preconditioned matrix is bounded by the convergence factor of the involved ADI iteration. Numerical examples show that the new preconditioner is practical and efficient to precondition the conjugate gradient method for solving the above symmetric Sinc-Galerkin linear system. © 2003 Elsevier Science Inc.