Preconditioned MHSS iteration methods for a class of block two-by-two linear systems with applications to distributed control problems

被引:206
|
作者
Bai, Zhong-Zhi [1 ]
Benzi, Michele [2 ]
Chen, Fang [3 ]
Wang, Zeng-Qi [4 ]
机构
[1] Chinese Acad Sci, State Key Lab Sci Engn Comp, Inst Computat Math & Sci Engn Comp, Acad Math & Syst Sci, Beijing 100190, Peoples R China
[2] Emory Univ, Dept Math & Comp Sci, Atlanta, GA 30322 USA
[3] Chinese Acad Sci, Key Lab Environm Mech, Inst Mech, Beijing 100190, Peoples R China
[4] Shanghai Jiao Tong Univ, Dept Math, Shanghai 200240, Peoples R China
关键词
block two-by-two matrices; PMHSS iteration; preconditioning; spectral properties; PDE-constrained optimization; KKT systems; HERMITIAN SPLITTING METHODS;
D O I
10.1093/imanum/drs001
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We construct a preconditioned modified Hermitian and skew-Hermitian splitting (PMHSS) iteration scheme for solving and preconditioning a class of block two-by-two linear systems arising from the Galerkin finite element discretizations of a class of distributed control problems. The convergence theory of this class of PMHSS iteration methods is established and the spectral properties of the PMHSS-preconditioned matrix are analysed. Numerical experiments show that the PMHSS preconditioners can be quite competitive when used to precondition Krylov subspace iteration methods such as GMRES.
引用
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页码:343 / 369
页数:27
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