Rounding-Error Analysis of Multigrid V-Cycles
Numerical Analysis
2023-07-04 v1 Numerical Analysis
Abstract
This paper provides a rounding-error analysis for two-grid methods that use one relaxation step both before and after coarsening. The analysis is based on floating point arithmetic and focuses on a two-grid scheme that is perturbed on the coarse grid to allow for an approximate coarse-grid solve. Leveraging previously published results, this two-grid theory can then be extended to general -cycles, as well as full multigrid (FMG). It can also be extended to mixed-precision iterative refinement (IR) based on these cycles. An added benefit of the theory here over previous work is that it is obtained in a more organized, transparent, and simpler way.
Keywords
Cite
@article{arxiv.2307.00216,
title = {Rounding-Error Analysis of Multigrid V-Cycles},
author = {Stephen F. McCormick and Rasmus Tamstorf},
journal= {arXiv preprint arXiv:2307.00216},
year = {2023}
}
Comments
7 pages, submitted to SIAM Journal on Scientific Computing