Abstract
We describe a two-grid and a multigrid method for linear systems whose coefficient matrices are point or block matrices from the cosine algebra generated by a polynomial. We show that the convergence rate of the two-grid method is constant independent of the size of the given matrix. Numerical examples from differential and integral equations are given to illustrate the convergence of both the two-grid and the multigrid method.
Original language | English |
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Pages (from-to) | 241-249 |
Number of pages | 9 |
Journal | Numerical Linear Algebra with Applications |
Volume | 12 |
Issue number | 2-3 |
Early online date | 4 Oct 2004 |
DOIs | |
Publication status | Published - Mar 2005 |
Externally published | Yes |
Keywords
- Band matrices
- DCT-III matrix algebra
- Multigrid method
- Two-grid method