Un préconditionneur de type circulant par blocs pour l'équation de convection-diffusion

We define and analyse a block version of Strang's circulant preconditioner for a convection-diffusion problem. We construct an equivalent symmetric problem which allows to employ the conjugate gradient method, and avoid more general iterative methods, such as GMRES. A block circulant preconditioner can also be constructed for the two-dimensional Euler equations, and used in combination with Runge-Kutta iterations.