From: lilia Date: Mon, 6 Jan 2014 23:10:18 +0000 (+0100) Subject: 07-01-2014 X-Git-Url: https://bilbo.iut-bm.univ-fcomte.fr/and/gitweb/Krylov_multi.git/commitdiff_plain/b56c355fe82d00c83b2c729ebea92733f1f30686?ds=inline 07-01-2014 --- diff --git a/krylov_multi.tex b/krylov_multi.tex index 82cf45e..d81125b 100644 --- a/krylov_multi.tex +++ b/krylov_multi.tex @@ -48,7 +48,51 @@ thousands of cores are used. A completer... -On ne peut pas parler de tout... +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 +\begin{equation} +A = M_l - N_l,~l\in\{1,\ldots,L\}, +\label{eq01} +\end{equation} +where $M_l$ is a nonsingular matrix, and then solving the linear system by the iterative method +\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 $E_l$ is a non-negative and diagonal weighting matrix such that $\sum^L_{l=1}E_l=I$ ($I$ is the 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 +\begin{equation} +y_l=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 $y_l$ 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 +\begin{equation} +x^k = \displaystyle\sum^L_{l=1} E_l y_l, +\label{eq05} +\end{equation} +In the case where the diagonal weighting matrices $E_l$ have only zero and one factors (i.e. $y_l$ are disjoint vectors), +the multisplitting method is non-overlapping and corresponds to the block Jacobi method. +%%%%%%%%%%%%%%%%%%%%%%% +%% END +%%%%%%%%%%%%%%%%%%%%%%% \section{Related works}