An optimal diagonalization-based preconditioner for parabolic optimal control problems

DOI10.1137/24M1702933MaRDI QIDQ6851985zbMATH OpenFDO

Authors Sean Y. Hon, Po Yin Fung, Xue-Lei Lin

Publication date 26 February 2026

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/24M1702933

zbMATH Keywords

\(\epsilon\)-circulant matricesblock Toeplitz matricesfast Fourier transformspreconditioningrotated block diagonal preconditioners

Mathematics Subject Classification ID

Toeplitz, Cauchy, and related matrices (15B05) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Parallel numerical computation (65Y05)

Cites work

• A block -circulant based preconditioned MINRES method for wave equations
• A fast block -circulant preconditoner for all-at-once systems from wave equations
• A new approximation of the Schur complement in preconditioners for PDE-constrained optimization.
• A Note on Preconditioning for Indefinite Linear Systems
• A Parallel-In-Time Block-Circulant Preconditioner for Optimal Control of Wave Equations
• A parallel-in-time collocation method using diagonalization: theory and implementation for linear problems
• A parallel-in-time preconditioner for Crank-Nicolson discretization of a parabolic optimal control problem
• A preconditioned MINRES method for block lower triangular Toeplitz systems
• A Preconditioned MINRES Method for Optimal Control of Wave Equations and its Asymptotic Spectral Distribution Theory
• A Vanka-type multigrid solver for complex-shifted Laplacian systems from diagonalization-based parallel-in-time algorithms
• An All-at-Once Preconditioner for Evolutionary Partial Differential Equations
• Block \(\omega\)-circulant preconditioners for parabolic optimal control problems
• Block \(\omega\)-circulant preconditioners for the systems of differential equations
• Computational optimization of systems governed by partial differential equations
• Diagonalization-based parallel-in-time algorithms for parabolic PDE-constrained optimization problems
• Eigenvalue estimates for preconditioned saddle point matrices
• Fast iterative solver for the optimal control of time‐dependent PDEs with Crank–Nicolson discretization in time
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• scientific article; zbMATH DE number 5703572 (Why is no real title available?)
• scientific article; zbMATH DE number 1953444 (Why is no real title available?)
• scientific article; zbMATH DE number 3322278 (Why is no real title available?)
• Numerical Methods for Structured Markov Chains
• On generalized preconditioners for time-parallel parabolic optimal control
• Optimal rotated block-diagonal preconditioning for discretized optimal control problems constrained with fractional time-dependent diffusive equations
• Optimality properties of a square block matrix preconditioner with applications
• Optimization of extrapolated Cayley transform with non-Hermitian positive definite matrix
• PinT Preconditioner for Forward-Backward Evolutionary Equations
• Preconditioning
• Preconditioning and Iterative Solution of All-at-Once Systems for Evolutionary Partial Differential Equations
• Preconditioning for Nonsymmetry and Time-Dependence
• Regularization-robust preconditioners for time-dependent PDE-constrained optimization problems
• Some Remarks on the Elman Estimate for GMRES
• The cascadic multigrid method for elliptic problems

This page was built for publication: An optimal diagonalization-based preconditioner for parabolic optimal control problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6851985)