Deflation for the Off-Diagonal Block in Symmetric Saddle Point Systems
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Publication:6180359
singular value decompositionStokes equationsaddle point problemsGolub-Kahan bidiagonalizationeigenvalue deflation
Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Iterative numerical methods for linear systems (65F10) Estimates of eigenvalues in context of PDEs (35P15) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)
Abstract: Deflation techniques are typically used to shift isolated clusters of small eigenvalues in order to obtain a tighter distribution and a smaller condition number. Such changes induce a positive effect in the convergence behavior of Krylov subspace methods, which are among the most popular iterative solvers for large sparse linear systems. We develop a deflation strategy for symmetric saddle point matrices by taking advantage of their underlying block structure. The vectors used for deflation come from an elliptic singular value decomposition relying on the generalized Golub-Kahan bidiagonalization process. The block targeted by deflation is the off-diagonal one since it features a problematic singular value distribution for certain applications. One example is the Stokes flow in elongated channels, where the off-diagonal block has several small, isolated singular values, depending on the length of the channel. Applying deflation to specific parts of the saddle point system is important when using solvers such as CRAIG, which operates on individual blocks rather than the whole system. The theory is developed by extending the existing framework for deflating square matrices before applying a Krylov subspace method like MINRES. Numerical experiments confirm the merits of our strategy and lead to interesting questions about using approximate vectors for deflation.
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