X-Git-Url: https://bilbo.iut-bm.univ-fcomte.fr/and/gitweb/Krylov_multi.git/blobdiff_plain/1a82aaffa07c2cd0cd044d1454d233171075e6f2..b185b4f9f3ee16bc9c59ac9a91edb7554dd525fe:/krylov_multi.tex diff --git a/krylov_multi.tex b/krylov_multi.tex index 3295c82..e61890d 100644 --- a/krylov_multi.tex +++ b/krylov_multi.tex @@ -56,41 +56,48 @@ On ne peut pas parler de tout...\\ %%%%%%%%%%%%%%%%%%%%%%% %% BEGIN %%%%%%%%%%%%%%%%%%%%%%% -The key idea of the multisplitting method for solving a large system of linear equations -$Ax=b$ consists in partitioning the matrix $A$ in $L$ several ways +The key idea of the multisplitting method for solving a large system +of linear equations $Ax=b$ consists in partitioning the matrix $A$ in +$L$ several ways \begin{equation} A = M_l - N_l,~l\in\{1,\ldots,L\}, \label{eq01} \end{equation} -where $M_l$ are nonsingular matrices. Then the linear system is solved by iteration based -on the multisplittings as follows +where $M_l$ are nonsingular matrices. Then the linear system is solved +by iteration based on the multisplittings as follows \begin{equation} x^{k+1}=\displaystyle\sum^L_{l=1} E_l M^{-1}_l (N_l x^k + b),~k=1,2,3,\ldots \label{eq02} \end{equation} -where $E_l$ are non-negative and diagonal weighting matrices such that $\sum^L_{l=1}E_l=I$ ($I$ is an identity matrix). -Thus the convergence of such a method is dependent on the condition +where $E_l$ are non-negative and diagonal weighting matrices such that +$\sum^L_{l=1}E_l=I$ ($I$ is an identity matrix). Thus the convergence +of such a method is dependent on the condition \begin{equation} \rho(\displaystyle\sum^L_{l=1}E_l M^{-1}_l N_l)<1. \label{eq03} \end{equation} -The advantage of the multisplitting method is that at each iteration $k$ there are $L$ different linear -systems +The advantage of the multisplitting method is that at each iteration +$k$ there are $L$ different linear sub-systems \begin{equation} y_l^k=M^{-1}_l N_l x_l^{k-1} + M^{-1}_l b,~l\in\{1,\ldots,L\}, \label{eq04} \end{equation} -to be solved independently by a direct or an iterative method, where $y_l^k$ is the solution of the local system. -A multisplitting method using an iterative method for solving the $L$ linear systems is called an inner-outer -iterative method or a two-stage method. The solution of the global linear system at the iteration $k$ is computed -as follows +to be solved independently by a direct or an iterative method, where +$y_l^k$ is the solution of the local sub-system. A multisplitting +method using an iterative method for solving the $L$ linear +sub-systems is called an inner-outer iterative method or a two-stage +method. The results $y_l^k$ obtained from the different +splittings~(\ref{eq04}) are combined to compute the solution $x^k$ of +the linear system by using the diagonal weighting matrices \begin{equation} x^k = \displaystyle\sum^L_{l=1} E_l y_l^k, \label{eq05} \end{equation} -In the case where the diagonal weighting matrices $E_l$ have only zero and one factors (i.e. $y_l^k$ are disjoint vectors), -the multisplitting method is non-overlapping and corresponds to the block Jacobi method. +In the case where the diagonal weighting matrices $E_l$ have only zero +and one factors (i.e. $y_l^k$ are disjoint vectors), the +multisplitting method is non-overlapping and corresponds to the block +Jacobi method. %%%%%%%%%%%%%%%%%%%%%%% %% END %%%%%%%%%%%%%%%%%%%%%%%