Preconditioning by incomplete block cyclic reduction
Garry Rodrigue, Donald Wolitzer · Mathematics of Computation · 1984
Iterative methods for solving linear systems arising from the discretization of elliptic/parabolic partial differential equations require the use of preconditioners to gain increased rates of convergence. Preconditioners arising from incomplete factorizations have been shown to be very effective. However, the recursiveness of these methods can offset these gains somewhat on a vector processor. In this paper, an incomplete factorization based on block cyclic reduction is developed. It is shown that under block diagonal dominance conditions the off-diagonal terms decay quadratically, yielding more effective algorithms.