We propose a class of regularized Hermitian and skew-Hermitian splitting methods for the solution of large, sparse linear systems in saddle-point form. These methods can be used as stationary iterative solvers or as preconditioners for Krylov subspace methods. We establish unconditional convergence of the stationary iterations and we examine the spectral properties of the corresponding preconditioned matrix. Inexact variants are also considered. Numerical results on saddle-point linear systems arising from the discretization of a Stokes problem and of a distributed control problem show that good performance can be achieved when using inexact variants of the proposed preconditioners.

Regularized HSS iteration methods for saddle-point linear systems

Benzi, Michele
2017

Abstract

We propose a class of regularized Hermitian and skew-Hermitian splitting methods for the solution of large, sparse linear systems in saddle-point form. These methods can be used as stationary iterative solvers or as preconditioners for Krylov subspace methods. We establish unconditional convergence of the stationary iterations and we examine the spectral properties of the corresponding preconditioned matrix. Inexact variants are also considered. Numerical results on saddle-point linear systems arising from the discretization of a Stokes problem and of a distributed control problem show that good performance can be achieved when using inexact variants of the proposed preconditioners.
2017
Settore MAT/08 - Analisi Numerica
BIT
Convergence; Hermitian and skew-Hermitian splitting; Inexact implementation; Iterative methods; Preconditioning; Saddle-point linear system; Software; Computer Networks and Communications; Computational Mathematics; Applied Mathematics
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11384/75296
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