Skew-Circulant Preconditioners for Systems of LMF-Based ODE Codes

Abstract

We consider the solution of ordinary differential equations (ODEs) using implicit linear multistep formulae (LMF). More precisely, here we consider Boundary Value Methods. These methods require the solution of one or more unsymmetric, large and sparse linear systems. In [6], Chan et al. proposed using Strang block-circulant preconditioners for solving these linear systems. However, as observed in [1], Strang preconditioners can be often ill-conditioned or singular even when the given system is well-conditioned. In this paper, we propose a nonsingular skew-circulant preconditioner for systems of LMF-based ODE codes. Numerical results are given to illustrate the effectiveness of our method.KeywordsJacobian MatrixIterative SolverKrylov Subspace MethodSparse Linear SystemCirculant MatriceThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.