We introduce a multigrid technique for the solution of multilevel circulant linear systems whose coefficient matrix has eigenvalues of the form f(x(j)^([n])), where f is continuous and independent of n = (n_(1),..., n_(d)), and x(j)^([n]) = 2pij/n = (2pij_(1)/n_(1),..., 2pij_(d)/n(_d)), 0 less than or equal to j_(r) less than or equal to n_(r) - 1. The interest of the proposed technique pertains to the multilevel banded case, where the total cost is optimal, i.e., O(N) arithmetic operations (ops), N = \prod _(r=1)^(d) n_(r), instead of O(N log N) ops arising from the use of FFTs. In fact, multilevel banded circulants are used as preconditioners for elliptic and parabolic PDEs (with Dirichlet or periodic boundary conditions) and for some two-dimensional image restoration problems where the point spread function (PSF) is numerically banded, so that the overall cost is reduced from O(k(epsilon, n)N log N) to O(k(epsilon, n)N), where k(epsilon, n) is the number of PCG iterations to reach the solution within an accuracy of epsilon. Several numerical experiments concerning one-rank regularized circulant discretization of elliptic 2q-differential operators over one-dimensional and two-dimensional square domains with mixed boundary conditions are performed and discussed.

Serra Capizzano, S., TABLINO POSSIO, C. (2004). Multigrid methods for multilevel circulant matrices. SIAM JOURNAL ON SCIENTIFIC COMPUTING, 26(1), 55-85 [10.1137/S1064827501388509].

Multigrid methods for multilevel circulant matrices

TABLINO POSSIO, CRISTINA
2004

Abstract

We introduce a multigrid technique for the solution of multilevel circulant linear systems whose coefficient matrix has eigenvalues of the form f(x(j)^([n])), where f is continuous and independent of n = (n_(1),..., n_(d)), and x(j)^([n]) = 2pij/n = (2pij_(1)/n_(1),..., 2pij_(d)/n(_d)), 0 less than or equal to j_(r) less than or equal to n_(r) - 1. The interest of the proposed technique pertains to the multilevel banded case, where the total cost is optimal, i.e., O(N) arithmetic operations (ops), N = \prod _(r=1)^(d) n_(r), instead of O(N log N) ops arising from the use of FFTs. In fact, multilevel banded circulants are used as preconditioners for elliptic and parabolic PDEs (with Dirichlet or periodic boundary conditions) and for some two-dimensional image restoration problems where the point spread function (PSF) is numerically banded, so that the overall cost is reduced from O(k(epsilon, n)N log N) to O(k(epsilon, n)N), where k(epsilon, n) is the number of PCG iterations to reach the solution within an accuracy of epsilon. Several numerical experiments concerning one-rank regularized circulant discretization of elliptic 2q-differential operators over one-dimensional and two-dimensional square domains with mixed boundary conditions are performed and discussed.
Articolo in rivista - Articolo scientifico
circulant algebra; two-grid and multigrid iterations; multilevel matrices
English
2004
26
1
55
85
none
Serra Capizzano, S., TABLINO POSSIO, C. (2004). Multigrid methods for multilevel circulant matrices. SIAM JOURNAL ON SCIENTIFIC COMPUTING, 26(1), 55-85 [10.1137/S1064827501388509].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/1122
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