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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.
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页码:343 / 369
页数:27
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