Eigenanalysis of some preconditioned Helmholtz problems

Summary In this work we calculate the eigenvalues obtained by preconditioning the discrete Helmholtz operator with Sommerfeld-like boundary conditions on a rectilinear domain, by a related opera-tor with boundary conditions that permit the use of fast solvers. The main innovation is that the eigenvalues for two and three-dimensional domains can be calculated exactly by solving a set of one-dimensional eigenvalue problems. This permits analysis of quite large problems. For grids ne enough to resolve the solution for a given wave number, preconditioning using Neumann boundary conditions yields eigenval-ues that are uniformly bounded, located in the rst quadrant, and outside the unit circle. In contrast, Dirichlet boundary conditions yield eigenvalues that approach zero as the product of wave number with the mesh size is decreased. These eigenvalue properties yield the rst insight into the behavior of iterative methods such as GMRES applied to these preconditioned problems. Dedicated to Olof Widlund, with gratitude, in celebra