On the restrictively preconditioned conjugate gradient method for solving saddle point problems

DOI10.1080/00207160.2014.996557zbMath1339.65049OpenAlexW2167835809MaRDI QIDQ2804872

Xiao-Fei Peng, Wen Li

Publication date: 6 May 2016

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2014.996557

zbMATH Keywords

conjugate gradient methodconvergence ratesaddle point problemsspectral condition numberrestrictive preconditioners

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Preconditioners for iterative methods (65F08)

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Cites Work

• New preconditioners based on symmetric-triangular decomposition for saddle point problems
• On the rate of convergence of the preconditioned conjugate gradient method
• Symmetric-triangular decomposition and its applications. II: Preconditioners for indefinite systems
• Restrictive preconditioners for conjugate gradient methods for symmetric positive definite linear systems
• Analysis of iterative methods for saddle point problems: a unified approach
• MINRES-QLP: A Krylov Subspace Method for Indefinite or Singular Symmetric Systems
• Numerical solution of saddle point problems
• Symmetric Indefinite Preconditioners for Saddle Point Problems with Applications to PDE-Constrained Optimization Problems
• Algorithm 866
• Combination Preconditioning and the Bramble–Pasciak$^{+}$ Preconditioner
• Matrix Analysis
• Solution of Sparse Indefinite Systems of Linear Equations
• Restrictively preconditioned conjugate gradient methods for systems of linear equations
• Algorithm 937
• Methods of conjugate gradients for solving linear systems

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