NULL-SPACE PRECONDITIONERS FOR SADDLE POINT SYSTEMS

作者:Pestana Jennifer*; Rees Tyrone
来源:SIAM Journal on Matrix Analysis and Applications, 2016, 37(3): 1103-1128.
DOI:10.1137/15M1021349

摘要

The null-space method is a technique that has been used for many years to reduce a saddle point system to a smaller, easier to solve, symmetric positive definite system. This method can be understood as a block factorization of the system. Here we explore the use of preconditioners based on incomplete versions of a particular null-space factorization and compare their performance with the equivalent Schur complement based preconditioners. We also describe how to apply the nonsymmetric preconditioners proposed using the conjugate gradient method (CG) with a nonstandard inner product. This requires an exact solve with the (1,1) block, and the resulting algorithm is applicable in other cases where Bramble-Pasciak CG is used. We verify the efficiency of the newly proposed preconditioners on a number of test cases from a range of applications.

  • 出版日期2016