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Optimal equivalent preconditioners. (English) Zbl 0782.65048

Preconditioning strategies for elliptic partial differential operators and their discrete counterparts are compared by a model problem. The technique uses a selfadjoint positive definite operator \(B\) as the preconditioner for the nonselfadjoint convection-diffusion operator \(A\). Preconditioning is done by \(A\)’s leading term plus a positive zeroth order term of the form \(\delta I\). The optimal value of \(\delta\) is also examined.

MSC:

65F10 Iterative numerical methods for linear systems
65F35 Numerical computation of matrix norms, conditioning, scaling
65N06 Finite difference methods for boundary value problems involving PDEs
35J25 Boundary value problems for second-order elliptic equations
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