SPMR: A family of saddle-point minimum residual solvers

DOI10.1137/16M1102410zbMATH Open1448.65022OpenAlexW2809990467MaRDI QIDQ4569320FDOQ4569320

Ron Estrin, Chen Greif

Publication date: 28 June 2018

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/16m1102410

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zbMATH Keywords

Krylov subspace methodspreconditioningiterative solversaddle-point systemminimum residual methods

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Eigenvalues, singular values, and eigenvectors (15A18) Preconditioners for iterative methods (65F08) Linear equations (linear algebraic aspects) (15A06) Iterative numerical methods for linear systems (65F10) Orthogonalization in numerical linear algebra (65F25)

Cites Work

• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
• Title not available (Why is that?)
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• QMR: A quasi-minimal residual method for non-Hermitian linear systems
• Numerical solution of saddle point problems
• Bi-CGSTAB: A Fast and Smoothly Converging Variant of Bi-CG for the Solution of Nonsymmetric Linear Systems
• Title not available (Why is that?)
• On the solution of equality constrained quadratic programming problems arising in optimization
• Title not available (Why is that?)
• Constraint Preconditioning for Indefinite Linear Systems
• Title not available (Why is that?)
• Any Nonincreasing Convergence Curve is Possible for GMRES
• Bounds on Eigenvalues of Matrices Arising from Interior-Point Methods
• An Implementation of the Look-Ahead Lanczos Algorithm for Non-Hermitian Matrices
• Finite elements and fast iterative solvers. With applications in incompressible fluid dynamics
• Theory of Inexact Krylov Subspace Methods and Applications to Scientific Computing
• A Look-Ahead Lanczos Algorithm for Unsymmetric Matrices
• Computing projections with LSQR
• Inexact Krylov Subspace Methods for Linear Systems
• Preconditioners for the discretized time-harmonic Maxwell equations in mixed form
• Range-Space Variants and Inexact Matrix-Vector Products in Krylov Solvers for Linear Systems Arising from Inverse Problems
• A backward error analysis of a null space algorithm in sparse quadratic programming
• Generalized Golub-Kahan bidiagonalization and stopping criteria
• Preconditioning
• Projected Krylov Methods for Saddle-Point Systems
• Approximating the leading singular triplets of a large matrix function
• The Use ofQRFactorization in Sparse Quadratic Programming and Backward Error Issues
• Two Conjugate-Gradient-Type Methods for Unsymmetric Linear Equations
• On Nonsingular Saddle-Point Systems with a Maximally Rank Deficient Leading Block
• Towards an optimal condition number of certain augmented Lagrangian-type saddle-point matrices

Cited In (4)

• GPMR: An Iterative Method for Unsymmetric Partitioned Linear Systems
• Implementing a Smooth Exact Penalty Function for General Constrained Nonlinear Optimization
• Iterative preconditioned methods in Krylov spaces: trends of the 21st century
• Iterative solution of saddle-point systems of linear equations

Uses Software

• LSQR
• Eigtool
• LSMR
• CRAIG

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