Tangential decomposition

In this paper, we present the tangential block decomposition for block-tridiagonal matrices which is in many aspects similar to the frequency filtering method by Wittum [8] and also to the tangential frequency filtering decomposition by Wagner [6]–[7]. In opposite to the methods of Wittum and Wagner, for the class of model problems our approach does not use any test vectors for its implementation. Similar to many iterative methods, it needs only bounds for extremal eigenvalues. Theoretical properties of our scheme are similar to those for the ADI-method. The practical convergence of the presented method is illustrated by numerical examples.