Preconditioned steepest descent-like methods for symmetric indefinite systems
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Publication:331173
DOI10.1016/J.LAA.2016.09.011zbMATH Open1352.65101arXiv1609.05407OpenAlexW2519558485MaRDI QIDQ331173FDOQ331173
Authors: Eugene Vecharynski, Andrew Knyazev 
Publication date: 26 October 2016
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Abstract: This paper addresses the question of what exactly is an analogue of the preconditioned steepest descent (PSD) algorithm in the case of a symmetric indefinite system with an SPD preconditioner. We show that a basic PSD-like scheme for an SPD-preconditioned symmetric indefinite system is mathematically equivalent to the restarted PMINRES, where restarts occur after every two steps. A convergence bound is derived. If certain information on the spectrum of the preconditioned system is available, we present a simpler PSD-like algorithm that performs only one-dimensional residual minimization. Our primary goal is to bridge the theoretical gap between optimal (PMINRES) and PSD-like methods for solving symmetric indefinite systems, as well as point out situations where the PSD-like schemes can be used in practice.
Full work available at URL: https://arxiv.org/abs/1609.05407
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convergencepreconditioningalgorithmlinear systemsteepest descentMINRESresidual minimizationsymmetric indefinite
Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10)
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Cited In (7)
- Minimum residual Hermitian and skew-Hermitian splitting iteration method for non-Hermitian positive definite linear systems
- A block preconditioned steepest descent method for symmetric eigenvalue problems
- Pre-symmetric approach and applications to indefinite non-symmetric problems
- Absolute value preconditioning for symmetric indefinite linear systems
- Minimum residual modified HSS iteration method for a class of complex symmetric linear systems
- Limited memory preconditioners for symmetric indefinite problems with application to structural mechanics
- Improved CRI iteration methods for a class of complex symmetric linear systems
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