Optimal Order Preconditioning of Finite Difference Matrices SIAM Journal on Scientific Computing Volume 21, Number 6 pp. Yvan Notay Abstract. A general algebraic analysis proves optimal order convergence under mild assumptions related to the quality of the approximations of the Schur complement on the one hand and of the fine grid submatrix on the other hand. This analysis does not require a red-black ordering of the fine grid nodes, nor a transformation of the matrices in hierarchical form.
Numerical results illustrate the efficiency and the robustness of the proposed method.
AMS Subject Classifications . 65N20 PII .