Name
Abstract | ||
|---|---|---|
We provide an overview of matrix decomposition algorithms (MDAs) for the solution of systems of linear equations arising when various discretization techniques are applied in the numerical solution of certain separable elliptic boundary value problems in the unit square. An MDA is a direct method which reduces the algebraic problem to one of solving a set of independent one-dimensional problems which are generally banded, block tridiagonal, or almost block diagonal. Often, fast Fourier transforms (FFTs) can be employed in an MDA with a resulting computational cost of O(N 2 logN) on an N驴脳驴N uniform partition of the unit square. To formulate MDAs, we require knowledge of the eigenvalues and eigenvectors of matrices arising in corresponding two---point boundary value problems in one space dimension. In many important cases, these eigensystems are known explicitly, while in others, they must be computed. The first MDAs were formulated almost fifty years ago, for finite difference methods. Herein, we discuss more recent developments in the formulation and application of MDAs in spline collocation, finite element Galerkin and spectral methods, and the method of fundamental solutions. For ease of exposition, we focus primarily on the Dirichlet problem for Poisson's equation in the unit square, sketch extensions to other boundary conditions and to more involved elliptic problems, including the biharmonic Dirichlet problem, and report extensions to three dimensional problems in a cube. MDAs have also been used extensively as preconditioners in iterative methods for solving linear systems arising from discretizations of non-separable boundary value problems. |
Year | DOI | Venue |
|---|---|---|
2011 | 10.1007/s11075-010-9384-y | Numerical Algorithms |
Keywords | Field | DocType |
Elliptic boundary value problems,Poisson’s equation,Biharmonic equation,Matrix decomposition algorithms,Fast Fourier transforms,Finite difference methods,Finite element Galerkin methods,Spline collocation methods,Spectral methods,Method of fundamental solutions,65F05,65N22,65N30,65N35 | Tridiagonal matrix,Boundary value problem,Mathematical optimization,Dirichlet problem,Matrix (mathematics),Mathematical analysis,Algorithm,Method of fundamental solutions,Spectral method,Unit square,Mathematics,Block matrix | Journal |
Volume | Issue | ISSN |
56 | 2 | 1017-1398 |
Citations | PageRank | References |
22 | 1.34 | 61 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Bernard Bialecki | 1 | 114 | 18.61 |
| Graeme Fairweather | 2 | 165 | 40.42 |
| Andreas Karageorghis | 3 | 204 | 47.54 |