Combination preconditioning of saddle point systems for positive definiteness

Pestana, J. and Wathen, A. J. (2013) Combination preconditioning of saddle point systems for positive definiteness. Numerical Linear Algebra with Applications, 20. pp. 785-808. ISSN 1070-5325 (https://doi.org/10.1002/nla.1843)

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Abstract

Amongst recent contributions to preconditioning methods for saddle point systems, standard iterative methods in nonstandard inner products have been usefully employed. Krzyzanowski ( ˙ Numer. Linear Algebra Appl. 2011; 18:123–140) identified a two-parameter family of preconditioners in this context and Stoll and Wathen (SIAM J. Matrix Anal. Appl. 2008; 30:582–608) introduced combination preconditioning, where two preconditioners, self-adjoint with respect to different inner products, can lead to further preconditioners and associated bilinear forms or inner products. Preconditioners that render the preconditioned saddle point matrix nonsymmetric but self-adjoint with respect to a nonstandard inner product always allow a MINREStype method (W-PMINRES) to be applied in the relevant inner product. If the preconditioned matrix is also positive definite with respect to the inner product a more efficient CG-like method (W-PCG) can be reliably used. We establish eigenvalue expressions for Krzyzanowski preconditioners and show that for a specific ˙ choice of parameters, although the Krzyzanowski preconditioned saddle point matrix is self-adjoint with ˙ respect to an inner product, it is never positive definite. We provide explicit expressions for the combination of certain preconditioners and prove the rather counterintuitive result that the combination of two specific preconditioners for which only W-PMINRES can be reliably used leads to a preconditioner for which, for certain parameter choices, W-PCG is reliably applicable. That is, combining two indefinite preconditioners can lead to a positive definite preconditioner. This combination preconditioner outperforms either of the two preconditioners from which it is formed for a number of test problems.

  • Item type:Article
    ID code:57275
    Dates:
    Date
    Event
    31 October 2013
    Published
    Notes:This is the peer reviewed version of the following article: Pestana, J., & Wathen, A. J. (2013). Combination preconditioning of saddle point systems for positive definiteness. Numerical Linear Algebra with Applications, 20, 785-808. 10.1002/nla.1843, which has been published in final form at http://dx.doi.org/10.1002/nla.1843. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Self-Archiving.
    Subjects:Science > Mathematics
    Department:Faculty of Science > Mathematics and Statistics
    Depositing user: Pure Administrator
    Date deposited:04 Aug 2016 13:25
    Last modified:14 Apr 2024 00:33
    URI:https://strathprints.strath.ac.uk/id/eprint/57275
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