On generalized parameterized inexact Uzawa methods for singular saddle-point problems

algorithm generalized minimum residual method generalized singular saddle-point problems Moore-Penrose inverse numerical experiment preconditioning quasi-minimal residual method quasi-optimal values of iteration parameters restarted GMRES method semi-convergence property singular saddle-point problems sparse matrices Uzawa method

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Computational methods for sparse matrices (65F50)

Review text

The authors investigate a generalized version of the parameterized inexact Uzawa (PIU) method, named as generalized PIU (GPIU) method, for solving singular saddle point problems of the form \[ Ax\equiv \begin{bmatrix} W & B \\ -B^T & 0 \end{bmatrix} \begin{bmatrix} u \\ v \end{bmatrix} = \begin{bmatrix} f\\-g \end{bmatrix} = b, \] where \(W \in \mathbb{R}^{n \times n}\) is a symmetric positive definite matrix, \(B\in \mathbb{R}^{n \times m}\) is a rectangular matrix, \(b \in \mathbb{R}^{n+m}\) is a given vector in the range of the saddle-point matrix \(A \in \mathbb{R}^{(n+m)\times (n+m)}\). For \(B\) of the full column rank, the matrix \(A\) is nonsingular. The authors say that in this case theoretical analysis and numerical experiments have shown that the PIU method is feasible and effective for solving large sparse nonsingular saddle-point problems. When matrix \(B\) is rank deficient, the saddle-point matrix \(A\) is singular and a singular saddle-point problem is obtained. In this case, the authors suggest a generalized version GPIU of PIU algorithm, in which instead of inverse matrices the Moore-Penrose inverse is used. Sufficient and necessary conditions for the convergence of the suggested GPIU iteration scheme and the quasi-optimal choice of the iteration parameters \(\omega\) and \(\tau\) of the GPIU method are derived and discussed. The analysis of the semi-convergence properties of the GPIU method shows that the iterative sequence produced by the GPIU method converges to a solution of the singular saddle-point problem under suitable restrictions on the iteration parameters \(\omega\) and \(\tau\). Numerical results verify the efficiency of the GPIU method. However, the calculations of quasi-optimal values of parameters \(\omega\) and \(\tau\) are still too time-consuming. The authors verify the robustness and effectiveness of seven types of GPIU methods for different choices of preconditioning matrices and compare the numerical results with those of the quasi-minimal residual (QMR), the generalized minimum residual (GMRES) and the restarted GMRES methods.

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