Block preconditioners for elliptic PDE-constrained optimization problems

被引:85
作者
Bai, Zhong-Zhi [1 ]
机构
[1] Guizhou Normal Univ, Sch Math & Comp Sci, Guiyang 550001, Peoples R China
关键词
Saddle-point matrices; PDE-constrained optimization; Preconditioning; Eigen-analysis; STABILIZED STOKES SYSTEMS; INDEFINITE LINEAR-SYSTEMS; FAST ITERATIVE SOLUTION; SADDLE-POINT PROBLEMS; MATRICES;
D O I
10.1007/s00607-010-0125-9
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
For the structured systems of linear equations arising from the Galerkin finite-element discretizations of the distributed control problems, we construct block-counter-diagonal and block-counter-tridiagonal preconditioning matrices to precondition the Krylov subspace methods such as GMRES. We derive explicit expressions for the eigenvalues and eigenvectors of the corresponding preconditioned matrices. Numerical implementations show that these structured preconditioners may lead to satisfactory experimental results of the preconditioned GMRES methods when the regularization parameter is suitably small.
引用
收藏
页码:379 / 395
页数:17
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