Skip to main content
Erschienen in: BIT Numerical Mathematics 2/2016

01.06.2016

A variant of the deteriorated PSS preconditioner for nonsymmetric saddle point problems

verfasst von: Juli Zhang, Chuanqing Gu

Erschienen in: BIT Numerical Mathematics | Ausgabe 2/2016

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

For nonsymmetric saddle point problems, Pan et al. (Appl Math Comput 172:762–771, 2006) proposed a deteriorated positive-definite and skew-Hermitian splitting (DPSS) preconditioner. In this paper, a variant of the DPSS preconditioner is proposed to accelerate the convergence of the associated Krylov subspace methods. The new preconditioner is much closer to the coefficient matrix than the DPSS preconditioner. The spectral properties of the new preconditioned matrix are analyzed. Theorem which provides the dimension of the Krylov space for the preconditioned matrix is obtained. Numerical experiments of a model Navier–Stokes problem are presented to illustrate the effectiveness of the new preconditioner.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Literatur
1.
Zurück zum Zitat Arrow, K.J., Hurwicz, L., Uzawa, H.: Studies in Linear and Non-Linear Programming. Stanford University Press, Stanford (1958)MATH Arrow, K.J., Hurwicz, L., Uzawa, H.: Studies in Linear and Non-Linear Programming. Stanford University Press, Stanford (1958)MATH
2.
Zurück zum Zitat Bai, Z.-Z.: Structured preconditioners for nonsingular matrices of block two-by-two structures. Math. Comput. 75, 791–815 (2006)MathSciNetCrossRefMATH Bai, Z.-Z.: Structured preconditioners for nonsingular matrices of block two-by-two structures. Math. Comput. 75, 791–815 (2006)MathSciNetCrossRefMATH
3.
Zurück zum Zitat Bai, Z.-Z., Golub, G.H., Lu, L.-Z., Yin, J.-F.: Block triangular and skew-Hermitian splitting methods for positive-definite linear systems. SIAM J. Sci. Comput. 26, 844–863 (2005)MathSciNetCrossRefMATH Bai, Z.-Z., Golub, G.H., Lu, L.-Z., Yin, J.-F.: Block triangular and skew-Hermitian splitting methods for positive-definite linear systems. SIAM J. Sci. Comput. 26, 844–863 (2005)MathSciNetCrossRefMATH
4.
Zurück zum Zitat Bai, Z.-Z.: A class of modified block SSOR preconditioners for symmetric positive definite systems of linear equations. Adv. Comput. Math. 10, 169–186 (1999)MathSciNetCrossRefMATH Bai, Z.-Z.: A class of modified block SSOR preconditioners for symmetric positive definite systems of linear equations. Adv. Comput. Math. 10, 169–186 (1999)MathSciNetCrossRefMATH
5.
Zurück zum Zitat Bai, Z.-Z., Golub, G.H., Ng, M.K.: Hermitian and skew-Hermitian splitting methods for non-Hermitian positive definite linear systems. SIAM J. Matrix Anal. Appl. 24, 603–626 (2003)MathSciNetCrossRefMATH Bai, Z.-Z., Golub, G.H., Ng, M.K.: Hermitian and skew-Hermitian splitting methods for non-Hermitian positive definite linear systems. SIAM J. Matrix Anal. Appl. 24, 603–626 (2003)MathSciNetCrossRefMATH
6.
Zurück zum Zitat Bai, Z.-Z., Golub, G.H., Pan, J.-Y.: Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite linear systems. Numer. Math. 98, 1–32 (2004)MathSciNetCrossRefMATH Bai, Z.-Z., Golub, G.H., Pan, J.-Y.: Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite linear systems. Numer. Math. 98, 1–32 (2004)MathSciNetCrossRefMATH
7.
8.
Zurück zum Zitat Bai, Z.-Z., Golub, G.H.: Accelerated Hermitian and skew-Hermitian splitting iteration methods for saddle-point problems. IMA J. Numer. Anal. 27, 1–23 (2007)MathSciNetCrossRefMATH Bai, Z.-Z., Golub, G.H.: Accelerated Hermitian and skew-Hermitian splitting iteration methods for saddle-point problems. IMA J. Numer. Anal. 27, 1–23 (2007)MathSciNetCrossRefMATH
9.
Zurück zum Zitat Bai, Z.-Z.: Optimal parameters in the HSS-like methods for saddle-point problems. Numer. Linear Algebra Appl. 16, 447–479 (2009)MathSciNetCrossRefMATH Bai, Z.-Z.: Optimal parameters in the HSS-like methods for saddle-point problems. Numer. Linear Algebra Appl. 16, 447–479 (2009)MathSciNetCrossRefMATH
10.
Zurück zum Zitat Bai, Z.-Z., Golub, G.H., Li, C.-K.: Convergence properties of preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite matrices. Math. Comput. 76, 287–298 (2007)MathSciNetCrossRefMATH Bai, Z.-Z., Golub, G.H., Li, C.-K.: Convergence properties of preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite matrices. Math. Comput. 76, 287–298 (2007)MathSciNetCrossRefMATH
11.
Zurück zum Zitat Bai, Z.-Z., Parlett, B.N., Wang, Z.-Q.: On generalized successive overrelaxation methods for augmented linear systems. Numer. Math. 102, 1–38 (2005)MathSciNetCrossRefMATH Bai, Z.-Z., Parlett, B.N., Wang, Z.-Q.: On generalized successive overrelaxation methods for augmented linear systems. Numer. Math. 102, 1–38 (2005)MathSciNetCrossRefMATH
12.
Zurück zum Zitat Bai, Z.-Z., Wang, Z.-Q.: On parameterized inexact Uzawa methods for generalized saddle point problems. Linear Algebra Appl. 428, 2900–2932 (2008)MathSciNetCrossRefMATH Bai, Z.-Z., Wang, Z.-Q.: On parameterized inexact Uzawa methods for generalized saddle point problems. Linear Algebra Appl. 428, 2900–2932 (2008)MathSciNetCrossRefMATH
13.
Zurück zum Zitat Bai, Z.-Z.: Motivations and realizations of Krylov subspace methods for large sparse linear systems. J. Comput. Appl. Math. 283, 71–78 (2015)MathSciNetCrossRefMATH Bai, Z.-Z.: Motivations and realizations of Krylov subspace methods for large sparse linear systems. J. Comput. Appl. Math. 283, 71–78 (2015)MathSciNetCrossRefMATH
14.
Zurück zum Zitat Bai, Z.-Z., Ng, M.K., Wang, Z.-Q.: Constraint preconditioners for symmetric indefinite matrices. SIAM J. Matrix Anal. Appl. 31, 410–433 (2009)MathSciNetCrossRefMATH Bai, Z.-Z., Ng, M.K., Wang, Z.-Q.: Constraint preconditioners for symmetric indefinite matrices. SIAM J. Matrix Anal. Appl. 31, 410–433 (2009)MathSciNetCrossRefMATH
16.
Zurück zum Zitat Benzi, M., Guo, X.-P.: A dimensional split preconditioner for Stokes and linearized Navier-Stokes equations. Appl. Numer. Math. 61, 66–76 (2011)MathSciNetCrossRefMATH Benzi, M., Guo, X.-P.: A dimensional split preconditioner for Stokes and linearized Navier-Stokes equations. Appl. Numer. Math. 61, 66–76 (2011)MathSciNetCrossRefMATH
17.
Zurück zum Zitat Benzi, M., Golub, G.H.: A preconditioner for generalized saddle point problems. SIAM J. Matrix Anal. Appl. 26, 20–41 (2004)MathSciNetCrossRefMATH Benzi, M., Golub, G.H.: A preconditioner for generalized saddle point problems. SIAM J. Matrix Anal. Appl. 26, 20–41 (2004)MathSciNetCrossRefMATH
18.
Zurück zum Zitat Cao, Z.-H.: Positive stable block triangular preconditioners for symmetric saddle point problems. Appl. Numer. Math. 57, 899–910 (2007)MathSciNetCrossRefMATH Cao, Z.-H.: Positive stable block triangular preconditioners for symmetric saddle point problems. Appl. Numer. Math. 57, 899–910 (2007)MathSciNetCrossRefMATH
19.
Zurück zum Zitat Cao, Y., Yao, L.-Q., Jiang, M.-Q.: A modified dimensional split preconditioner for generalized saddle point problems. J. Comput. Appl. Math. 250, 70–82 (2013)MathSciNetCrossRefMATH Cao, Y., Yao, L.-Q., Jiang, M.-Q.: A modified dimensional split preconditioner for generalized saddle point problems. J. Comput. Appl. Math. 250, 70–82 (2013)MathSciNetCrossRefMATH
20.
Zurück zum Zitat Cao, Y., Dong, J.-L., Wang, Y.-M.: A relaxed deteriorated PSS preconditioner for nonsymmetric saddle point problems from the steady Navier-Stokes equation. J. Comput. Appl. Math. 273, 41–60 (2015)MathSciNetCrossRefMATH Cao, Y., Dong, J.-L., Wang, Y.-M.: A relaxed deteriorated PSS preconditioner for nonsymmetric saddle point problems from the steady Navier-Stokes equation. J. Comput. Appl. Math. 273, 41–60 (2015)MathSciNetCrossRefMATH
21.
Zurück zum Zitat Dollar, H.S., Wathen, A.J.: Approximate factorization constraint preconditioners for saddle-point matrics. SIAM J. Sci. Comput. 27, 1555–1572 (2006)MathSciNetCrossRefMATH Dollar, H.S., Wathen, A.J.: Approximate factorization constraint preconditioners for saddle-point matrics. SIAM J. Sci. Comput. 27, 1555–1572 (2006)MathSciNetCrossRefMATH
22.
Zurück zum Zitat Dollar, H.S.: Constraint-style preconditioners for regularized saddle-point problems. SIAM J. Matrix Anal. Appl. 29, 672–684 (2007)MathSciNetCrossRefMATH Dollar, H.S.: Constraint-style preconditioners for regularized saddle-point problems. SIAM J. Matrix Anal. Appl. 29, 672–684 (2007)MathSciNetCrossRefMATH
23.
Zurück zum Zitat Elman, H.C., Ramage, A., Silvester, D.J.: IFISS: a Matlab toolbox for modelling incompressible flow. ACM Trans. Math. Software 33, Article 14 (2007) Elman, H.C., Ramage, A., Silvester, D.J.: IFISS: a Matlab toolbox for modelling incompressible flow. ACM Trans. Math. Software 33, Article 14 (2007)
26.
Zurück zum Zitat Keller, C., Gould, N.I.M., Wathen, A.J.: Constraint preconditioning for indefinite linear systems. SIAM J. Matrix Anal. Appl. 21, 1300–1317 (2000)MathSciNetCrossRefMATH Keller, C., Gould, N.I.M., Wathen, A.J.: Constraint preconditioning for indefinite linear systems. SIAM J. Matrix Anal. Appl. 21, 1300–1317 (2000)MathSciNetCrossRefMATH
27.
Zurück zum Zitat Murphy, M.F., Golub, G.H., Wathen, A.J.: A note on preconditioning for indefinite linear systems. SIAM J. Sci. Comput. 21, 1969–1972 (2000)MathSciNetCrossRefMATH Murphy, M.F., Golub, G.H., Wathen, A.J.: A note on preconditioning for indefinite linear systems. SIAM J. Sci. Comput. 21, 1969–1972 (2000)MathSciNetCrossRefMATH
28.
Zurück zum Zitat Pan, J.-Y., Ng, M.K., Bai, Z.-Z.: New preconditioners for saddle point problems. Appl. Math. Comput. 172, 762–771 (2006)MathSciNetMATH Pan, J.-Y., Ng, M.K., Bai, Z.-Z.: New preconditioners for saddle point problems. Appl. Math. Comput. 172, 762–771 (2006)MathSciNetMATH
29.
Zurück zum Zitat Sturler, E.D., Liesen, J.: Block-diagonal and constraint preconditioners for nonsymmetric indefinite linear systems. SIAM J. Sci. Comput. 26, 1598–1619 (2005)MathSciNetCrossRefMATH Sturler, E.D., Liesen, J.: Block-diagonal and constraint preconditioners for nonsymmetric indefinite linear systems. SIAM J. Sci. Comput. 26, 1598–1619 (2005)MathSciNetCrossRefMATH
30.
Zurück zum Zitat Saad, Y.: Iterative Methods for Sparse Linear Systems, 2nd edn. SIAM, Philadelphia (2003)CrossRefMATH Saad, Y.: Iterative Methods for Sparse Linear Systems, 2nd edn. SIAM, Philadelphia (2003)CrossRefMATH
31.
Zurück zum Zitat Saad, Y., Schultz, M.H.: GMRES: A generalized minimal residual algorithm for solving nonsymmetric linear systems. SIAM J. Sci. Stat. Comput. 7, 856–869 (1986)MathSciNetCrossRefMATH Saad, Y., Schultz, M.H.: GMRES: A generalized minimal residual algorithm for solving nonsymmetric linear systems. SIAM J. Sci. Stat. Comput. 7, 856–869 (1986)MathSciNetCrossRefMATH
33.
Zurück zum Zitat Zhang, J.-L., Gu, C.-Q., Zhang, K.: A relaxed positive-definite and skew-Hermitian splitting preconditioner for saddle point problems. Appl. Math. Comput. 249, 468–479 (2014)MathSciNet Zhang, J.-L., Gu, C.-Q., Zhang, K.: A relaxed positive-definite and skew-Hermitian splitting preconditioner for saddle point problems. Appl. Math. Comput. 249, 468–479 (2014)MathSciNet
Metadaten
Titel
A variant of the deteriorated PSS preconditioner for nonsymmetric saddle point problems
verfasst von
Juli Zhang
Chuanqing Gu
Publikationsdatum
01.06.2016
Verlag
Springer Netherlands
Erschienen in
BIT Numerical Mathematics / Ausgabe 2/2016
Print ISSN: 0006-3835
Elektronische ISSN: 1572-9125
DOI
https://doi.org/10.1007/s10543-015-0590-9

Weitere Artikel der Ausgabe 2/2016

BIT Numerical Mathematics 2/2016 Zur Ausgabe

Premium Partner