A sine transform based preconditioned MINRES method for all-at-once systems from evolutionary partial differential equations

Sean Hon, Stefano Serra-Capizzano

Published 2022-01-25Version 1

In this work, we propose a simple yet generic preconditioned Krylov subspace method for a large class of nonsymmetric block Toeplitz all-at-once systems arising from discretizing evolutionary partial differential equations. Namely, our main result is a novel symmetric positive definite preconditioner, which can be efficiently diagonalized by the discrete sine transform matrix. More specifically, our approach is to first permute the original linear system to obtain a symmetric one, and subsequently develop a desired preconditioner based on the spectral symbol of the modified matrix. Then, we show that the eigenvalues of the preconditioned matrix sequences are clustered around $\pm 1$, which entails rapid convergence, when the minimal residual method is devised. Alternatively, when the conjugate gradient method on normal equations is used, we show that our preconditioner is effective in the sense that the eigenvalues of the preconditioned matrix sequence are clustered around the unity. An extension of our proposed preconditioned method is given for high-order backward difference time discretization schemes, which applies on a wide range of time-dependent equations. Numerical examples are given to demonstrate the effectiveness of our proposed preconditioner, which consistently outperforms an existing block circulant preconditioner discussed in the relevant literature.