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Details of Grant 

EPSRC Reference: GR/L76617/01
Title: ITERATIVE SOLUTION TECHNIQUES WITH PRECONDITIONING VIA SPARSE DIRECT METHODS
Principal Investigator: Wathen, Dr A
Other Investigators:
Duff, Professor I
Researcher Co-Investigators:
Project Partners:
Department: Computer Science
Organisation: University of Oxford
Scheme: Standard Research (Pre-FEC)
Starts: 01 September 1997 Ends: 31 August 1998 Value (£): 3,000
EPSRC Research Topic Classifications:
Numerical Analysis
EPSRC Industrial Sector Classifications:
No relevance to Underpinning Sectors
Related Grants:
Panel History:  
Summary on Grant Application Form
The Visiting Fellow will work on incomplete factorisation preconditioning for sparse matrices arising from applications in Computational Partial Differential Equations. He will specifically be concerned with the applicability of incomplete QR factorisations.In the first instance, we will consider matrices arising from finite difference approximation of advection-diffusion problems. We will consider both the use of the preconditioners together with a normal equations iterative approach employing the LSQR method for which the orthogonal factor is not required, and the use of non-symmetric iterative solver (GMRES will be used initially): in this case both factors will be needed. The work will consider both central and upwind approximations in two space dimensions and a range of problems from advection-dominated to diffusion-dominated.
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Organisation Website: http://www.ox.ac.uk