A modified implementation of MINRES to monitor residual subvector norms for block systems

DOI10.1137/16M1093021MaRDI QIDQ4595779zbMATH OpenFDO

Authors Kirk M. Soodhalter, Roland Herzog

Publication date 6 December 2017

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

Full work available at URL https://arxiv.org/abs/1603.04475

zbMATH Keywords

preconditioningnumerical experimentsaddle-point problemsMINRESstructured linear systemssubvector norms

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10)

Abstract: Saddle-point systems, i.e., structured linear systems with symmetric matrices are considered. A modified implementation of (preconditioned) MINRES is derived which allows to monitor the norms of the subvectors individually. Compared to the implementation from the textbook of [Elman, Sylvester and Wathen, Oxford University Press, 2014], our method requires one extra vector of storage and no additional applications of the preconditioner. Numerical experiments are included.

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Cited in

(4)

• A primal-dual projection algorithm for efficient constraint preconditioning
• BiLQ: an iterative method for nonsymmetric linear systems with a quasi-minimum error property
• A modified implementation of MINRES to monitor residual subvector norms for block systems
• Dimensionally consistent preconditioning for saddle-point problems

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Uses Software

• FEniCS

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