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

DOI10.1137/16M1093021zbMATH Open1378.65083arXiv1603.04475MaRDI QIDQ4595779FDOQ4595779

Authors: Kirk M. Soodhalter, Roland Herzog 

Publication date: 6 December 2017

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

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.

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

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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)

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Cited In (4)

• Dimensionally consistent preconditioning for saddle-point problems
• BiLQ: An Iterative Method for Nonsymmetric Linear Systems with a Quasi-Minimum Error Property
• A Primal-Dual Projection Algorithm for Efficient Constraint Preconditioning
• A Modified Implementation of MINRES to Monitor Residual Subvector Norms for Block Systems

Uses Software

• FEniCS

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