Null-space preconditioners for saddle point systems

Pestana, Jennifer and Rees, Tyrone (2016) Null-space preconditioners for saddle point systems. SIAM Journal on Matrix Analysis and Applications, 37 (3). pp. 1103-1128. ISSN 0895-4798 (https://doi.org/10.1137/15M1021349)

[thumbnail of Pestana-Rees-SJMAA2016-Null-space-preconditioners-for-saddle-point-systems]
Preview
Text. Filename: Pestana_Rees_SJMAA2016_Null_space_preconditioners_for_saddle_point_systems.pdf
Accepted Author Manuscript

Download (585kB)| Preview

Abstract

The null-space method is a technique that has been used for many years to reduce a saddle point system to a smaller, easier to solve, symmetric positive-definite system. This method can be understood as a block factorization of the system. Here we explore the use of preconditioners based on incomplete versions of a particular null-space factorization, and compare their performance with the equivalent Schur-complement based preconditioners. We also describe how to apply the non-symmetric preconditioners proposed using the conjugate gradient method (CG) with a non-standard inner product. This requires an exact solve with the (1,1) block, and the resulting algorithm is applicable in other cases where Bramble-Pasciak CG is used. We verify the efficiency of the newly proposed preconditioners on a number of test cases from a range of applications.

ORCID iDs

Pestana, Jennifer ORCID logoORCID: https://orcid.org/0000-0003-1527-3178 and Rees, Tyrone;