Regularized HSS iteration methods for saddle-point linear systems

We propose a class of regularized Hermitian and skew-Hermitian splitting methods for the solution of large, sparse linear systems in saddle-point form. These methods can be used as stationary iterative solvers or as preconditioners for Krylov subspace methods. We establish unconditional convergence of the stationary iterations and we examine the spectral properties of the corresponding preconditioned matrix. Inexact variants are also considered. Numerical results on saddle-point linear systems arising from the discretization of a Stokes problem and of a distributed control problem show that good performance can be achieved when using inexact variants of the proposed preconditioners.

[1]  J. Gillis,et al.  Matrix Iterative Analysis , 1961 .

[2]  B. Kennett Geophysical Signal Analysis E. A. Robinson and S. Treitel, Prentice-Hall, Inc., Englewood Cliffs, N.J. xiv + 466 pp. £23.40 , 1981 .

[3]  S. Eisenstat,et al.  Variational Iterative Methods for Nonsymmetric Systems of Linear Equations , 1983 .

[4]  M. Fortin,et al.  Augmented Lagrangian methods : applications to the numerical solution of boundary-value problems , 1983 .

[5]  Gene H. Golub,et al.  Matrix computations , 1983 .

[6]  Y. Saad,et al.  GMRES: a generalized minimal residual algorithm for solving nonsymmetric linear systems , 1986 .

[7]  Michel Fortin,et al.  Mixed and Hybrid Finite Element Methods , 2011, Springer Series in Computational Mathematics.

[8]  O. Axelsson Iterative solution methods , 1995 .

[9]  Gene H. Golub,et al.  Matrix computations (3rd ed.) , 1996 .

[10]  Anne Greenbaum,et al.  Iterative methods for solving linear systems , 1997, Frontiers in applied mathematics.

[11]  Andrew J. Wathen,et al.  Performance and analysis of saddle point preconditioners for the discrete steady-state Navier-Stokes equations , 2002, Numerische Mathematik.

[12]  Gene H. Golub,et al.  Hermitian and Skew-Hermitian Splitting Methods for Non-Hermitian Positive Definite Linear Systems , 2002, SIAM J. Matrix Anal. Appl..

[13]  Yousef Saad,et al.  Iterative methods for sparse linear systems , 2003 .

[14]  Michele Benzi,et al.  Spectral Properties of the Hermitian and Skew-Hermitian Splitting Preconditioner for Saddle Point Problems , 2005, SIAM J. Matrix Anal. Appl..

[15]  Gene H. Golub,et al.  A Preconditioner for Generalized Saddle Point Problems , 2004, SIAM J. Matrix Anal. Appl..

[16]  Gene H. Golub,et al.  Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite linear systems , 2004, Numerische Mathematik.

[17]  Gene H. Golub,et al.  Numerical solution of saddle point problems , 2005, Acta Numerica.

[18]  Howard C. Elman,et al.  Finite Elements and Fast Iterative Solvers: with Applications in Incompressible Fluid Dynamics , 2014 .

[19]  Zhong-Zhi Bai,et al.  Structured preconditioners for nonsingular matrices of block two-by-two structures , 2005, Math. Comput..

[20]  Barry Lee,et al.  Finite elements and fast iterative solvers: with applications in incompressible fluid dynamics , 2006, Math. Comput..

[21]  Michele Benzi,et al.  On the eigenvalues of a class of saddle point matrices , 2006, Numerische Mathematik.

[22]  Gene H. Golub,et al.  Optimal Parameter in Hermitian and Skew-Hermitian Splitting Method for Certain Two-by-Two Block Matrices , 2006, SIAM J. Sci. Comput..

[23]  Gene H. Golub,et al.  Convergence properties of preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite matrices , 2007, Math. Comput..

[24]  Gene H. Golub,et al.  Accelerated Hermitian and skew-Hermitian splitting iteration methods for saddle-point problems , 2007 .

[25]  Martin Stoll,et al.  Preconditioners for state‐constrained optimal control problems with Moreau–Yosida penalty function , 2014, Numer. Linear Algebra Appl..

[26]  A. J. Wathen,et al.  Preconditioning , 2015, Acta Numerica.

[27]  Zhong-Zhi Bai,et al.  Motivations and realizations of Krylov subspace methods for large sparse linear systems , 2015, J. Comput. Appl. Math..