TITLE:
A Simple Proof of Gustafsson’s Conjecture in Case of Poisson Equation on Rectangular Domains
AUTHORS:
Gangjoon Yoon, Chohong Min
KEYWORDS:
Five-Point Finite Difference Method, Modified ILU Preconditioning, Condition Number
JOURNAL NAME:
American Journal of Computational Mathematics,
Vol.5 No.2,
May
20,
2015
ABSTRACT: We consider the standard five-point finite difference method for solving the Poisson equation with the Dirichlet boundary condition. Its associated matrix is a typical ill-conditioned matrix whose size of the condition number is as big as . Among ILU, SGS, modified ILU (MILU) and other ILU-type preconditioners, Gustafson shows that only MILU achieves an enhancement of the condition number in different order as . His seminal work, however, is not for the MILU but for a perturbed version of MILU and he observes that without the perurbation, it seems to reach the same result in practice. In this work, we give a simple proof of Gustafsson's conjecture on the unnecessity of perturbation in case of Poisson equation on rectangular domains. Using the Cuthill-Mckee ordering, we simplify the recursive equation in two dimensional grid nodes into a recursive one in the level that is one-dimensional. Due to the simplification, our proof is easy to follow and very short.