An Automatic Scaling Procedure for a D'Yakanov-Gunn Iteration Scheme

Abstract An automatic computational procedure for scaling a D'Yakanov-Gunn iteration for nonseparable elliptic equations is described. This method is used in conjunction with a preconditioned conjugate gradient iteration employing a nearby separable approximation of the scaled nonseparable matrix. This results in an operation count of O(n 2 log ( n k ) log ( 1 e )) to reduce the initial error by a factor of e.

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