Multigrid methods of incomplete factorization in Krylov subspaces

V. P. Ilin

Zapiski Nauchnykh Seminarov POMI, Computational methods and algorithms. Part XXXV, Tome 514 (2022), pp. 61-76

Résumé

Ilin V. P. Multigrid methods of incomplete factorization in Krylov subspaces. The paper studies multigrid methods for solving systems of linear algebraic equations resulting from the seven-point discretization of the three-dimensional Dirichlet problem for an elliptic differential equation of the second order in a parallepiped domain on a regular grid. The algorithms suggested are presented as special iteration processes of incomplete factorization in Krylov subspaces with a hierarchical recursive vector structure that corresponds to a sequence of embedded grids and gives rise to a block tridiagonal recursive representation of the coefficient matrix of the original linear algebraic system. The convergence of iterations is enhanced by using the principle of compensation of the row sums and also the symmetric successive block overrelaxation. An arbitrary m-grid method is defined recursively, based on the two-grid method. For simplicity, the algorithms are considered for linear systems with Stieltjes coefficient matrices. Issues related to generalization of the algorithms to larger classes of problems and, in particular, those with unsymmetric matrices are discussed.