Skip to main content
Log in

Mesh independent superlinear convergence estimates of the conjugate gradient method for some equivalent self-adjoint operators

  • Published:
Applications of Mathematics Aims and scope Submit manuscript

Abstract

A mesh independent bound is given for the superlinear convergence of the CGM for preconditioned self-adjoint linear elliptic problems using suitable equivalent operators. The results rely on K-condition numbers and related estimates for compact Hilbert-Schmidt operators in Hilbert space.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. O. Axelsson: Iterative Solution Methods. Cambridge University Press, Cambridge, 1994.

    Google Scholar 

  2. O. Axelsson, I. Kaporin: On the sublinear and superlinear rate of convergence of conjugate gradient methods. Mathematical journey through analysis, matrix theory and scientific computation (Kent, OH, 1999). Numer. Algorithms 25 (2000), 1–22.

    Google Scholar 

  3. O. Axelsson, J. Karatson: On the rate of convergence of the conjugate gradient method for linear operators in Hilbert space. Numer. Funct. Anal. Optmization 23 (2002), 285–302.

    Google Scholar 

  4. O. Axelsson, J. Karatson: Superlinearly convergent CG methods via equivalent preconditioning for nonsymmetric elliptic operators. Numer. Math. 99 (2004), 197–223. SpringerLink DOI: 10.1007/s00211-004-0557-2 (electronic).

    MathSciNet  Google Scholar 

  5. R. E. Bank, D. J. Rose: Marching algorithms for elliptic boundary value problems. I. The constant coefficient case. SIAM J. Numer. Anal. 14 (1977), 792–829.

    Google Scholar 

  6. R. E. Bank: Marching algorithms for elliptic boundary value problems. II. The variable coefficient case. SIAM J. Numer. Anal. 14 (1977), 950–970.

    Google Scholar 

  7. B. Beckermann, A. B. J. Kuijlaars: Superlinear convergence of conjugate gradients. SIAM J. Numer. Anal. 39 (2001), 300–329. Electronic.

    Google Scholar 

  8. P. Concus, G. H. Golub: Use of fast direct methods for the efficient numerical solution of nonseparable elliptic equations. SIAM J. Numer. Anal. 10 (1973), 1103–1120.

    Google Scholar 

  9. J. W. Daniel: The conjugate gradient method for linear and nonlinear operator equations. SIAM J. Numer. Anal. 4 (1967), 10–26.

    Google Scholar 

  10. H. C. Elman, M. H. Schultz: Preconditioning by fast direct methods for nonself-adjoint nonseparable elliptic equations. SIAM J. Numer. Anal. 23 (1986), 44–57.

    Google Scholar 

  11. V. Faber, T. Manteuffel, and S. V. Parter: On the theory of equivalent operators and application to the numerical solution of uniformly elliptic partial differential equations. Adv. Appl. Math. 11 (1990), 109–163.

    Google Scholar 

  12. I. Farago, J. Karatson: Numerical solution of nonlinear elliptic problems via preconditioning operators. Theory and applications. Advances in Computation, Vol. 11. NOVA Science Publishers, Huntington, 2002.

    Google Scholar 

  13. Z. Fortuna: Some convergence properties of the conjugate gradient method in Hilbert space. SIAM J. Numer. Anal. 16 (1979), 380–384.

    Google Scholar 

  14. I. Gohberg, S. Goldberg, and M. A. Kaashoek: Classes of linear operators, Vol. I. Operator Theory: Advances and Applications, Vol. 49. Birkhauser-Verlag, Basel, 1990.

    Google Scholar 

  15. R. M. Hayes: Iterative methods of solving linear problems in Hilbert space. Natl. Bur. Stand.; Appl. Math. Ser. 39 (1954), 71–103.

    Google Scholar 

  16. M. R. Hestenes, E. Stiefel: Methods of conjugate gradients for solving linear systems. J. Res. Natl. Bur. Stand., Sect. B 49 (1952), 409–436.

    Google Scholar 

  17. J. Kadlec: On the regularity of the solution of the Poisson problem on a domain with boundary locally similar to the boundary of a convex open set. Czechoslovak Math. J. 14(89) (1964), 386–393. (In Russian.)

    Google Scholar 

  18. J. Karatson, I. Farago: Variable preconditioning via quasi-Newton methods for nonlinear problems in Hilbert space. SIAM J. Numer. Anal. 41 (2003), 1242–1262.

    Google Scholar 

  19. T. Manteuffel, J. Otto: Optimal equivalent preconditioners. SIAM J. Numer. Anal. 30 (1993), 790–812.

    Google Scholar 

  20. J. W. Neuberger: Sobolev gradients and differential equations. Lecture Notes in Math., No. 1670. Springer-Verlag, Berlin, 1997.

    Google Scholar 

  21. T. Rossi, J. Toivanen: A parallel fast direct solver for block tridiagonal systems with separable matrices of arbitrary dimension. SIAM J. Sci. Comput. 20 (1999), 1778–1793.

    Google Scholar 

  22. T. Rossi, J. Toivanen: Parallel fictitious domain method for a non-linear elliptic Neumann boundary value problem. Czech-US Workshop in Iterative Methods and Parallel Computing, Part I (Milovy, 1997). Numer. Linear Algebra Appl. 6 (1999), 51–60.

    MathSciNet  Google Scholar 

  23. W. Rudin: Functional Analysis. McGraw-Hill, New York, 1991.

    Google Scholar 

  24. F. Riesz, B. Sz.-Nagy: Vorlesungen uber Funktionalanalysis. VEB Deutscher Verlag der Wissenschaften, Berlin, 1982.

    Google Scholar 

  25. L. Simon, E. Baderko: Linear Partial Differential Equations of Second Order. Tankonyvkiado, Budapest, 1983. (In Hungarian.)

    Google Scholar 

  26. P. N. Swarztrauber: The methods of cyclic reduction, Fourier analysis and the FACR algorithm for the discrete solution of Poisson’s equation on a rectangle. SIAM Rev. 19 (1977), 490–501.

    Google Scholar 

  27. Yu. V. Vorobyev: Methods of Moments in Applied Mathematics. Gordon and Breach, New York, 1965.

    Google Scholar 

  28. R. Winter: Some superlinear convergence results for the conjugate gradient method. SIAM J. Numer. Anal. 17 (1980), 14–17.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

This research was supported by the Hungarian National Research Fund OTKA under grant No. T043765.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Karatson, J. Mesh independent superlinear convergence estimates of the conjugate gradient method for some equivalent self-adjoint operators. Appl Math 50, 277–290 (2005). https://doi.org/10.1007/s10492-005-0017-z

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10492-005-0017-z

Keywords

Navigation