Schur complement method

In numerical analysis, the Schur complement method, named after Issai Schur, is the basic and the earliest version of non-overlapping domain decomposition method, also called iterative substructuring. A finite element problem is split into non-overlapping subdomains, and the unknowns in the interiors of the subdomains are eliminated. The remaining Schur complement system on the unknowns associated with subdomain interfaces is solved by the conjugate gradient method.

Suppose we want to solve the Poisson equation

on some domain Ω. When we discretize this problem we get an N-dimensional linear system AU = F. The Schur complement method splits up the linear system into sub-problems. To do so, divide Ω into two subdomains Ω₁, Ω₂ which share an interface Γ. Let U₁, U₂ and U_Γ be the degrees of freedom associated with each subdomain and with the interface. We can then write the linear system as

where F₁, F₂ and F_Γ are the components of the load vector in each region.

The Schur complement method proceeds by noting that we can find the values on the interface by solving the smaller system

for the interface values U_Γ, where we define the Schur complement matrix

The important thing to note is that the computation of any quantities involving ${\displaystyle A_{11}^{-1}}$ or ${\displaystyle A_{22}^{-1}}$ involves solving decoupled Dirichlet problems on each domain, and these can be done in parallel. Consequently, we need not store the Schur complement matrix explicitly; it is sufficient to know how to multiply a vector by it.

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