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Multigrid methods for block-Toeplitz linear systems: convergence analysis and applications
Numerical Linear Algebra with Applications ( IF 4.3 ) Pub Date : 2020-12-17 , DOI: 10.1002/nla.2356
Marco Donatelli 1 , Paola Ferrari 1 , Isabella Furci 2 , Stefano Serra‐Capizzano 3 , Debora Sesana 1
Affiliation  

In the past decades, multigrid methods for linear systems having multilevel Toeplitz coefficient matrices with scalar entries have been widely studied. On the other hand, only few papers have investigated the case of block entries, where the entries are small generic matrices of fixed size instead of scalars. In that case the efforts of the researchers have been mainly devoted to specific applications, focusing on algorithmic proposals, but with marginal theoretical results. In this paper, we propose a general two-grid convergence analysis, proving an optimal convergence rate independent of the matrix size, in the case of positive definite block-Toeplitz matrices with generic blocks. In particular, the proof of the approximation property is not a straightforward generalization of the scalar case and, in fact, we have to require a specific commutativity condition on the block symbol of the grid transfer operator. According to the analysis, we define a class of grid transfer operators satisfying the previous theoretical conditions and we propose a strategy to ensure fast multigrid convergence even for more than two grids. Among the numerous applications that lead to the block-Toeplitz structure, high-order Lagrangian finite element methods and staggered discontinuous Galerkin methods are considered in the numerical results, confirming the effectiveness of our proposal and the correctness of the proposed theoretical analysis.

中文翻译:

块-托普利兹线性系统的多重网格方法:收敛分析和应用

在过去的几十年里,具有标量项的多级 Toeplitz 系数矩阵的线性系统的多重网格方法得到了广泛的研究。另一方面,只有少数论文研究了块条目的情况,其中条目是固定大小的小型通用矩阵而不是标量。在这种情况下,研究人员的努力主要致力于特定应用,专注于算法建议,但理论成果很少。在本文中,我们提出了一种通用的双网格收敛分析,在具有通用块的正定块-托普利茨矩阵的情况下,证明了与矩阵大小无关的最佳收敛速度。特别是,近似性质的证明不是标量情况的直接概括,事实上,我们必须在网格转移算子的块符号上要求一个特定的交换条件。根据分析,我们定义了一类满足先前理论条件的网格转移算子,并提出了一种策略,以确保即使对于两个以上的网格也能快速收敛。在导致块托普利兹结构的众多应用中,数值结果中考虑了高阶拉格朗日有限元方法和交错不连续伽辽金方法,证实了我们提出的建议的有效性和提出的理论分析的正确性。我们定义了一类满足先前理论条件的网格转移算子,并且我们提出了一种策略,以确保即使对于两个以上的网格也能快速收敛。在导致块托普利兹结构的众多应用中,数值结果中考虑了高阶拉格朗日有限元方法和交错不连续伽辽金方法,证实了我们提出的建议的有效性和提出的理论分析的正确性。我们定义了一类满足先前理论条件的网格转移算子,并且我们提出了一种策略,以确保即使对于两个以上的网格也能快速收敛。在导致块托普利兹结构的众多应用中,数值结果中考虑了高阶拉格朗日有限元方法和交错不连续伽辽金方法,证实了我们提出的建议的有效性和提出的理论分析的正确性。
更新日期:2020-12-17
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