• Title/Summary/Keyword: block tridiagonal matrix

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PARALLEL BLOCK ILU PRECONDITIONERS FOR A BLOCK-TRIDIAGONAL M-MATRIX

  • Yun, Jae-Heon;Kim, Sang-Wook
    • Journal of the Korean Mathematical Society
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    • v.36 no.1
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    • pp.209-227
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    • 1999
  • We propose new parallel block ILU (Incomplete LU) factorization preconditioners for a nonsymmetric block-tridiagonal M-matrix. Theoretial properties of these block preconditioners are studied to see the convergence rate of the preconditioned iterative methods, Lastly, numerical results of the right preconditioned GMRES and BiCGSTAB methods using the block ILU preconditioners are compared with those of these two iterative methods using a standard ILU preconditioner to see the effectiveness of the block ILU preconditioners.

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ON REDUCTION OF K-ALMOST NORMAL AND K-ALMOST CONJUGATE NORMAL MATRICES TO A BLOCK TRIDIAGONAL FORM

  • ASIL, K. NIAZI;KAMALVAND, M. GHASEMI
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.23 no.3
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    • pp.267-282
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    • 2019
  • This paper examines how one can build a block tridiagonal structure for k-almost normal matrices and also for k-almost conjugate normal matrices. We shall see that these representations are created by unitary similarity and unitary congruance transformations, respectively. It shall be proven that the orders of diagonal blocks are 1, k + 2, 2k + 3, ${\ldots}$, in both cases. Then these block tridiagonal structures shall be reviewed for the cases where the mentioned matrices satisfy in a second-degree polynomial. Finally, for these processes, algorithms are presented.

A VARIANT OF BLOCK INCOMPLETE FACTORIZATION PRECONDITIONERS FOR A SYMMETRIC H-MATRIX

  • Yun, Jae-Heon;Kim, Sang-Wook
    • Journal of applied mathematics & informatics
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    • v.8 no.3
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    • pp.705-720
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    • 2001
  • We propose a variant of parallel block incomplete factorization preconditioners for a symmetric block-tridiagonal H-matrix. Theoretical properties of these block preconditioners are compared with those of block incomplete factoriztion preconditioners for the corresponding somparison matrix. Numerical results of the preconditioned CG(PCG) method using these block preconditioners are compared with those of PCG using other types of block incomplete factorization preconditioners. Lastly, parallel computations of the block incomplete factorization preconditioners are carried out on the Cray C90.

BLOCK INCOMPLETE FACTORIZATION PRECONDITIONERS FOR A SYMMETRIC H-MATRIX

  • Yun, Jae-Heon;Kim, Sang-Wook
    • Bulletin of the Korean Mathematical Society
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    • v.37 no.3
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    • pp.551-568
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    • 2000
  • We propose new parallelizable block incomplete factorization preconditioners for a symmetric block-tridiagonal H-matrix. Theoretical properties of these block preconditioners are compared with those of block incomplete factorization preconditioners for the corresponding comparison matrix. Numerical results of the preconditioned CG(PCG) method using these block preconditioners are compared with those of PCG method using a standard incomplete factorization preconditioner to see the effectiveness of the block incomplete factorization preconditioners.

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An efficient parallel solution algorithm on the linear second-order partial differential equations with large sparse matrix being based on the block cyclic reduction technique (Block Cyclic Reduction 기법에 의한 대형 Sparse Matrix 선형 2계편미분방정식의 효율적인 병렬 해 알고리즘)

  • 이병홍;김정선
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.15 no.7
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    • pp.553-564
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    • 1990
  • The co-efficient matrix of linear second-order partial differential equations in the general form is partitioned with (n-1)x(n-1) submartices and is transformed into the block tridiagonal system. Then the cyclic odd-even reduction technique is applied to this system with the large-grain data granularity and the block cyclic reduction algorithm to solve unknown vectors of this system is created. But this block cyclic reduction technique is not suitable for the parallel processing system because of its parallelism chanigng at every computing stages. So a new algorithm for solving linear second-order partical differential equations is presentes by the block cyclic reduction technique which is modified in order to keep its parallelism constant, and to reduce gteatly its execution time. Both of these algoriths are compared and studied.

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ON A CERTAIN FINITE DIFFERENCE SCHEME FOR A MODEL FOR DIFFUSION OF BIOLOGICAL POPULATIONS

  • Asghar, Kerayechian
    • Journal of applied mathematics & informatics
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    • v.6 no.2
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    • pp.455-466
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    • 1999
  • In this note we present a numerical scheme for finding an approxximate solution of an equation which can be viewed as a model for spatial diffusion of age-depednent biological populations. Discretization of the model yields a linear system with a block tridi-agonal matrix. Our main concern will be discussion of stability for this scheme by examining the eigenvalues of the block tridiagonal matrix. Numerical results are presented.

Parallel Computation of Elliptic Partial Differential Equation on MP-2 (MP-2에서의 타원형 편미분 방정식 병렬계산)

  • Kim, Hyoung-Joong;Lee, Yong-Ho
    • Journal of Industrial Technology
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    • v.14
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    • pp.19-28
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    • 1994
  • We can get a tridiagonal block Toeplitz linear system by the finite difference approximation of 2-D Poisson equation. To exploit the nice property of this linear equation, we transform the equation into a Lyapunov equation and apply DST (discrete sine transform) to get diagonal matrix based Lyapunov equation. DST can be performed using FFT, which enables high-speed computaion. All the computations are performed on an SIMD parallel computer, the MasPar MP-2 with 4,096 processing elements. In this paper, parallel algorithm, mapping method of the algorithm onto the MP-2, and timing results are presented.

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A Study on the Transition Probability Matrix set from a Transfer Line Model (자동 생산라인 모형에서의 Transition Probability Matrix에 관한 연구)

  • No, Hyeong-Min
    • Journal of Korean Institute of Industrial Engineers
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    • v.11 no.2
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    • pp.1-9
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    • 1985
  • In this study, two stage transfer line with limited repair capability is modeled to formulate optimal dynamic repair priority policy. The method of Markov Chains is used to analyze the analytical model of this line. An efficient algorithm is developed, utilizing the block tridiagonal structure of the transition probability matrix, to obtain the steady state probabilities and system performance measures, such as the steady state production rate of the line and the average in-process inventory in the interstage buffer.

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AN IMPLICIT NUMERICAL SCHEME FOR SOLUTION OF INCOMPRESSIBLE NAVIER-STOKES EQUATIONS ON CURVILINEAR GRIDS

  • Fayyaz, Hassan;Shah, Abdullah
    • Bulletin of the Korean Mathematical Society
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    • v.55 no.3
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    • pp.881-898
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    • 2018
  • This article deals with implementation of a high-order finite difference scheme for numerical solution of the incompressible Navier-Stokes equations on curvilinear grids. The numerical scheme is based on pseudo-compressibility approach. A fifth-order upwind compact scheme is used to approximate the inviscid fluxes while the discretization of metric and viscous terms is accomplished using sixth-order central compact scheme. An implicit Euler method is used for discretization of the pseudo-time derivative to obtain the steady-state solution. The resulting block tridiagonal matrix system is solved by approximate factorization based alternating direction implicit scheme (AF-ADI) which consists of an alternate sweep in each direction for every pseudo-time step. The convergence and efficiency of the method are evaluated by solving some 2D benchmark problems. Finally, computed results are compared with numerical results in the literature and a good agreement is observed.