Rounding-Error Analysis of Multigrid V-Cycles

Abstract

This paper provides a rounding-error analysis for two-grid methods that use one relaxation step both before and after coarsening. The analysis is based on floating point arithmetic and focuses on a two-grid scheme that is perturbed on the coarse grid to allow for an approximate coarse-grid solve. Leveraging previously published results, this two-grid theory can then be extended to general $V(\mu,\nu)$-cycles, as well as full multigrid (FMG). It can also be extended to mixed-precision iterative refinement (IR) based on these cycles. An added benefit of the theory here over previous work is that it is obtained in a more organized, transparent, and simpler way.