Preconditioning of Block Tridiagonal Matrices

Abstract

Preconditioning methods via approximate block factorization for block tridiagonal matrices are studied. Bounds for the resulting condition numbers are given, and two methods for the recursive construction of the approximate Schur complements are presented. Illustrations for elliptic problems are also given, including a study of sensitivity to jumps in the coefficients and of a suitably motidied Poincaré-Steklov operator on the continuous level.