Numerical Solution to A Linear Equation with Tensor Product Structure

来源 :2016年张量和矩阵学术研讨会(International conference on Tensor, Matrix a | 被引量 : 0次 | 上传用户:Coolbear
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  We consider the numerical solution of a c-stable linear equation in the tensor product space Rn1×···×nd, arising from a discretized elliptic partial differential equation in Rd. Utilizing the stability, we produce an equivalent d-stable generalized Stein-like equation which can be solved iteratively. For large-scale problems defined by sparse and structured matrices, the methods can be modified for further efficiency, producing algorithms ofO(Σini)+O(ns) computational complexity, under appropriate assumptions (with ns being the flop count for solving a linear system associated with Ai-γIni ). Numerical examples will be presented.
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