Projected Krylov Methods for Saddle-Point Systems

Autor:	Tyrone Rees, Dominique Orban, Nicholas I. M. Gould
Rok vydání:	2014
Předmět:	Operator (computer programming) Preconditioner Saddle point Mathematical analysis Applied mathematics Krylov subspace Analysis Mathematics
Zdroj:	SIAM Journal on Matrix Analysis and Applications. 35:1329-1343
ISSN:	1095-7162 0895-4798
DOI:	10.1137/130916394
Popis:	Projected Krylov methods are full-space formulations of Krylov methods that take place in a nullspace. Provided projections into the nullspace can be computed accurately, those methods only require products between an operator and vectors lying in the nullspace. We provide systematic principles for obtaining the projected form of any well-defined Krylov method. Projected Krylov methods are mathematically equivalent to constraint-preconditioned Krylov methods provided the initial guess is well chosen, but require less memory. As a consequence, there are situations where certain known methods such as MINRES and SYMMLQ are well defined in the presence of an indefinite preconditioner.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::7a0932a714e3356895d6b2e942c1bd09 https://doi.org/10.1137/130916394 Zobrazit plný text záznamu