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Computing

, Volume 91, Issue 4, pp 379–395 | Cite as

Block preconditioners for elliptic PDE-constrained optimization problems

  • Zhong-Zhi BaiEmail author
Article

Abstract

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.

Keywords

Saddle-point matrices PDE-constrained optimization Preconditioning Eigen-analysis 

Mathematics Subject Classification (2000)

65F10 65F50 CR: G1.3 

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Copyright information

© Springer-Verlag 2010

Authors and Affiliations

  1. 1.School of Mathematics and Computer ScienceGuizhou Normal UniversityGuiyangPeople’s Republic of China
  2. 2.State Key Laboratory of Scientific/Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering ComputingAcademy of Mathematics and Systems Science, Chinese Academy of SciencesBeijingPeople’s Republic of China

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