Toeplitz-like preconditioner for linear systems from spatial fractional diffusion equations
نویسندگان
1 School of mathematics and computer science, Damghan university, Damghan, Iran.
doi
10.22067/ijnao.2021.11325.0چکیده
The article deals with constructing Toeplitz-like preconditioner for linear systems arising from finite difference discretization of the spatial fractional diffusion equations. The coefficient matrices of these linear systems have an $S+L$ structure, where $S$ is a symmetric positive definite (SPD) matrix and $L$ satisfies $\mbox{rank}(L)\leq 2$. We introduce an approximation for the SPD part $S$, which is called $P_S$, and then we show that the preconditioner $P=P_S+L$ has the Toeplitz-like structure and its displacement rank is 6. The analysis shows that the eigenvalues of the corresponding preconditioned matrix are clustered around 1. Numerical experiments exhibit that the Toeplitz-like preconditioner can significantly improve the convergence properties of the applied iteration method.