Hon, Sean; Fung, Po Yin; Dong, Jiamei; Serra-Capizzano, Stefano A sine transform based preconditioned MINRES method for all-at-once systems from constant and variable-coefficient evolutionary PDEs. (English) Zbl 1535.65040 Numer. Algorithms 95, No. 4, 1769-1799 (2024). Summary: 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 to propose two novel symmetric positive definite preconditioners, 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 desired preconditioners 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 the 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 unity. An extension of our proposed preconditioned method is given for high-order backward difference time discretization schemes, which can be applied on a wide range of time-dependent equations. Numerical examples are given, also in the variable-coefficient setting, to demonstrate the effectiveness of our proposed preconditioners, which consistently outperforms an existing block circulant preconditioner discussed in the relevant literature. Cited in 3 Documents MSC: 65F08 Preconditioners for iterative methods 65F10 Iterative numerical methods for linear systems 15B05 Toeplitz, Cauchy, and related matrices 65M22 Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs Keywords:sine transform based preconditioners; parallel-in-time; Krylov subspace methods; MINRES; all-at-once discretization; block Toeplitz systems Software:MGRIT; PARALAAOMPI × Cite Format Result Cite Review PDF Full Text: DOI arXiv References: [1] Barakitis, N., Ekstrom, S.E., Vassalos, P.: Preconditioners for fractional diffusion equations based on the spectral symbol. Numerical Linear Algebra with Applications, e2441 (2022). doi:10.1002/nla.2441 · Zbl 07584149 [2] Barbarino, G.: A systematic approach to reduced GLT. BIT Numer. Math. 1-63 (2021). doi:10.1007/s10543-021-00896-7 [3] Benzi, M.; Golub, GH, Bounds for the entries of matrix functions with applications to preconditioning, BIT Numer. 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