English

Optimal transfer operators in algebraic two-level methods for nonsymmetric and indefinite problems

Numerical Analysis 2025-09-12 v2 Numerical Analysis

Abstract

Consider an algebraic two-level method applied to the nn-dimensional linear system Ax=bA \mathbf{x} = \mathbf{b} using fine-space preconditioner (i.e., ``relaxation'' or ``smoother'') MM, with MAM \approx A, restriction and interpolation RR and PP, and algebraic coarse-space operator Ac:=RAP{A_c := R^*AP}. Then, what are the the best possible transfer operators RR and PP of a given dimension nc<nn_c < n? Brannick et al. (2018) showed that when AA and MM are Hermitian positive definite (HPD), the optimal interpolation is such that its range contains the ncn_c smallest generalized eigenvectors of the matrix pencil (A,M)(A, M). Recently, in Ali et al. (2025) we generalized this framework to the non-HPD setting, by considering both right (interpolation) and left (restriction) generalized eigenvectors of (A,M)(A, M) and defining corresponding nonsymmetric transfer operators {R#,P#}\{R_\#,P_\#\}. Tight convergence bounds for {R#,P#}\{R_\#,P_\#\} are derived in spectral radius, as well as a proof of pseudo-optimality. Note, {R#,P#}\{R_\#,P_\#\} are typically complex valued, which is not practical for real-valued problems. Here we build on Ali et al. (2025), first characterizing all inner products in which the coarse-space correction defined by {R#,P#}\{R_\#,P_\#\} is orthogonal. We then develop tight two-level convergence bounds in these norms, and prove that the underlying transfer operators {R#,P#}\{R_\#,P_\#\} are genuinely optimal. As a special case, our theory both recovers and extends the HPD results from Brannick et al. (2018). Finally, we show how to construct optimal, real-valued transfer operators in the case of that AA and MM are real valued, but are not HPD. Numerical examples arising from discretized advection and wave-equation problems are used to verify and illustrate the theory.

Keywords

Cite

@article{arxiv.2505.05598,
  title  = {Optimal transfer operators in algebraic two-level methods for nonsymmetric and indefinite problems},
  author = {Oliver A. Krzysik and Ben S. Southworth and Golo A. Wimmer and Ahsan Ali and James Brannick and Karsten Kahl},
  journal= {arXiv preprint arXiv:2505.05598},
  year   = {2025}
}

Comments

Replacement over v1 includes update to author list, and minor wording changes. No math changes

R2 v1 2026-06-28T23:26:24.825Z