Combination preconditioning and self-adjointness in non-standard inner products with application to saddle point problems

It is widely appreciated that the iterative solution of linear systems of equations with large sparse matrices is much easier when the matrix is symmetric. It is equally advantageous to employ symmetric iterative methods when a nonsymmetric matrix is self-adjoint in a non-standard inner product. Here, general conditions for such self-adjointness are considered. In particular, a number of known examples for saddle point systems are surveyed and combined to make new combination preconditioners which are self-adjoint in dieren t inner products.

[1]  Carsten Carstensen,et al.  Fast parallel solvers for symmetric boundary element domain decomposition equations , 1998 .

[2]  J. Pasciak,et al.  A preconditioning technique for indefinite systems resulting from mixed approximations of elliptic problems , 1988 .

[3]  Valeria Simoncini,et al.  Block triangular preconditioners for symmetric saddle-point problems , 2004 .

[4]  Jörg Peters,et al.  Fast Iterative Solvers for Discrete Stokes Equations , 2005, SIAM J. Sci. Comput..

[5]  Charles R. Johnson,et al.  Matrix analysis , 1985, Statistical Inference for Engineers and Data Scientists.

[6]  Peter Lancaster,et al.  The theory of matrices , 1969 .

[7]  Owe Axelsson,et al.  Robust Preconditioners for Saddle Point Problems , 2002, Numerical Methods and Application.

[8]  M. Saunders,et al.  Solution of Sparse Indefinite Systems of Linear Equations , 1975 .

[9]  U. Langer,et al.  Parallel Solvers for Large-scale, Coupled Finite and Boundary Element Equations , 1997 .

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

[11]  D. R. Fokkema,et al.  BICGSTAB( L ) FOR LINEAR EQUATIONS INVOLVING UNSYMMETRIC MATRICES WITH COMPLEX , 1993 .

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

[13]  H. Elman Multigrid and Krylov subspace methods for the discrete Stokes equations , 1994 .

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

[15]  Walter Zulehner,et al.  Analysis of iterative methods for saddle point problems: a unified approach , 2002, Math. Comput..

[16]  F. R. Gantmakher The Theory of Matrices , 1984 .

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

[18]  Zheng Li,et al.  A Note on the Eigenvalues of Saddle Point Matrices , 2008, 2008 International Conference on Intelligent Computation Technology and Automation (ICICTA).

[19]  Valeria Simoncini,et al.  Recent computational developments in Krylov subspace methods for linear systems , 2007, Numer. Linear Algebra Appl..

[20]  Axel Klawonn,et al.  Block-Triangular Preconditioners for Saddle Point Problems with a Penalty Term , 1998, SIAM J. Sci. Comput..

[21]  Andrew J. Wathen,et al.  Fast iterative solution of stabilised Stokes systems, part I: using simple diagonal preconditioners , 1993 .

[22]  R. Freund,et al.  QMR: a quasi-minimal residual method for non-Hermitian linear systems , 1991 .

[23]  P. Lancaster,et al.  Indefinite Linear Algebra and Applications , 2005 .

[24]  Mark Ainsworth,et al.  Domain decomposition preconditioners for p and hp finite element approximation of Stokes equations , 1999 .

[25]  Arnd Meyer,et al.  Improvements and Experiments on the Bramble{Pasciak Type CG for Mixed Problems in Elasticity , 2001 .

[26]  A. Wathen,et al.  Minimum residual methods for augmented systems , 1998 .

[27]  Cornelis Vuik,et al.  GMRESR: a family of nested GMRES methods , 1994, Numer. Linear Algebra Appl..

[28]  Henk A. van der Vorst,et al.  Bi-CGSTAB: A Fast and Smoothly Converging Variant of Bi-CG for the Solution of Nonsymmetric Linear Systems , 1992, SIAM J. Sci. Comput..

[29]  Norbert Heuer,et al.  Conjugate gradient method for dual-dual mixed formulations , 2002, Math. Comput..

[30]  R. Freund,et al.  Transpose-Free Quasi-Minimal Residual Methods for Non-Hermitian Linear Systems , 1994 .

[31]  M. Hestenes,et al.  Methods of conjugate gradients for solving linear systems , 1952 .

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

[33]  Owe Axelsson,et al.  Preconditioning methods for linear systems arising in constrained optimization problems , 2003, Numer. Linear Algebra Appl..

[34]  A. Wathen,et al.  FAST ITERATIVE SOLUTION OF STABILIZED STOKES SYSTEMS .1. USING SIMPLE DIAGONAL PRECONDITIONERS , 1993 .

[35]  Howard C. Elman,et al.  Algorithm 866: IFISS, a Matlab toolbox for modelling incompressible flow , 2007, TOMS.