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Foil 12 Preconditioning in the Artificial Time Approach to Iteration Methods

From Spatial Differencing and ADI Solution of the NAS Benchmarks CPSP713 Case studies in Computational Science -- Spring Semester 1996. by Geoffrey C. Fox
We can generalize the simple equations
To the form
with arbitary matrix P
As the left hand side vanishs in equilibrium
This can be discretized in time to:
With P playing role of in NAS Benchmark
Note only the product wDt enters i.e. time step Dt plays same role as relaxation parameter w.

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