General constraint preconditioning iteration method for singular saddle-point problems

DOI10.1016/J.CAM.2014.12.042MaRDI QIDQ2255726zbMATH OpenOpenAlexWikidataFDO

Authors Aili Yang, Guo-Feng Zhang, Yujiang Wu

Publication date 18 February 2015

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1312.7072

zbMATH Keywords

convergenceiteration methodnumerical experimentMoore-Penrose inversesingular saddle-point problemsminimal residual methodsconstraint preconditioning

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10)

Abstract: For the singular saddle-point problems with nonsymmetric positive definite $(1,1)$ block, we present a general constraint preconditioning (GCP) iteration method based on a singular constraint preconditioner. Using the properties of the Moore-Penrose inverse, the convergence properties of the GCP iteration method are studied. In particular, for each of the two different choices of the $(1,1)$ block of the singular constraint preconditioner, a detailed convergence condition is derived by analyzing the spectrum of the iteration matrix. Numerical experiments are used to illustrate the theoretical results and examine the effectiveness of the GCP iteration method. Moreover, the preconditioning effects of the singular constraint preconditioner for restarted generalized minimum residual (GMRES) and quasi-minimal residual (QMR) methods are also tested.

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Cited in

(11)

• On the semi-convergence of regularized HSS iteration methods for singular saddle point problems
• Analysis of the relaxed deteriorated PSS preconditioner for singular saddle point linear systems
• Convergence analysis of modified PGSS methods for singular saddle-point problems
• Semiconvergence of the extended PSS method for singular generalized saddle point problems
• Constraint preconditioners for solving singular saddle point problems
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• A novel block non-symmetric preconditioner for mixed-hybrid finite-element-based Darcy flow simulations
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