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Math and StatisticsStatistics and Probability

Alternating-Direction Incomplete Factorizations

Authors: Tony F. Chan; Kenneth R. Jackson; Benren Zhu; YALE UNIV NEW HAVEN CT DEPT OF COMPUTER SCIENCE
Abstract:
To solve the system of linear equations Aw = r that arises from the discretization of a two-dimensional self-adjoint elliptic differential equation, iterative methods employing easily computed incomplete factorization, LU = A+B, are frequently used. Dupont, Kendall, and Rachford showed that, for the DKR factorization, the number of iterations (arithmetic operations) required to reduce the A-norm of the error by a factor of epsilon is O(h to the minus 1/2 power log 1 epsilon) (O(h to the minus 2 and 1/2 power log 1 epsilon)), where h is the stepsize used in the discretization. We present some error estimates which suggest that, if a pair of Alternating-Direction DKR Factorizations are used, then the number of iterations (arithmetic operations) may be decreased to O(h to the minus 1/3 power log 1 epsilon) (O(h to the minus 2 and 1/3 power log 1 epsilon)). Numerical results supporting this estimate are included. (Author)

Description: Technical rept.
Pages: 48
Report Date: 19 AUG 1981
Contract Number: N00014-76-C-0277, AFOSR-81-019
Report Number: A034511

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Keywords relating to this report:
ARITHMETIC
ELLIPSES
ERRORS
ESTIMATES
FACTOR ANALYSIS
ITERATIONS
LINEAR ALGEBRAIC EQUATIONS
NORMAL DISTRIBUTION
NUMERICAL ANALYSIS
OPERATION
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