Numerical investigation of Krylov subspace methods for solving non-symmetric systems of linear equations with dominant skew-symmetric part
Lev A. Krukier 1, Olga A. Pichugina 1, Vadim Sokolov 21 Rostov State University, Computer Center, 200/1 Stachki Ave., Bld. 2, 344090 Rostov-on-Don, Russia
2 Department of Mathematical Sciences, Northern Illinois University, DeKalb, IL, 60115, USA
Received by the editors September 10, 2004 and, in revised form, May 11, 2005
Numerical investigation of BiCG and GMRES methods for solving non-symmetric linear equation systems with dominant skew-symmetric part has been presented. Numerical experiments were carried out for the linear system arising from a 5-point central difference approximation of the two dimensional convection-diffusion problem with different velocity coefficients and small parameter at the higher derivative. Behavior of BiCG and GMRES(10) has been compared for such kind of systems.
AMS subject classifications: 35R35, 49J40, 60G40
Key words: convection-diffusion problem; central difference approximation; Krylov subspace methods; BiCG; GMRES(10); triangular preconditioners; non-symmetric systems; eigenvalue distribution of matrices
Email: firstname.lastname@example.org (L. A. Krukier), email@example.com (O. A. Pichugina), firstname.lastname@example.org (V. Sokolov)