Skip to main content
Log in

Two-Parameter Block Triangular Splitting Preconditioner for Block Two-by-Two Linear Systems

  • Original Paper
  • Published:
Communications on Applied Mathematics and Computation Aims and scope Submit manuscript

Abstract

This paper proposes a two-parameter block triangular splitting (TPTS) preconditioner for the general block two-by-two linear systems. The eigenvalues of the corresponding preconditioned matrix are proved to cluster around 0 or 1 under mild conditions. The limited numerical results show that the TPTS preconditioner is more efficient than the classic block-diagonal and block-triangular preconditioners when applied to the flexible generalized minimal residual (FGMRES) method.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7
Fig. 8

Similar content being viewed by others

References

  1. Abdolmaleki, M., Karimi, S., Salkuyeh, D.K.: A new block-diagonal preconditioner for a class of \(3\times 3\) block saddle point problems. Mediterr. J. Math. 19, 1–15 (2022)

    MATH  Google Scholar 

  2. Bai, Z.-J., Bai, Z.-Z.: On nonsingularity of block two-by-two matrices. Linear Algebra Appl. 439, 2388–2404 (2013)

    MathSciNet  MATH  Google Scholar 

  3. Bai, Z.-Z.: Structured preconditioners for nonsingular matrices of block two-by-two structures. Math. Comput. 75, 791–815 (2006)

    MathSciNet  MATH  Google Scholar 

  4. Bai, Z.-Z.: Several splittings for non-Hermitian linear systems. Sci. China Ser. A-Math. 51, 1339–1348 (2008)

    MathSciNet  MATH  Google Scholar 

  5. Bai, Z.-Z.: Optimal parameters in the HSS-like methods for saddle-point problems. Numer. Linear Algebra Appl. 16, 447–479 (2009)

    MathSciNet  MATH  Google Scholar 

  6. Bai, Z.-Z.: Eigenvalue estimates for saddle point matrices of Hermitian and indefinite leading blocks. J. Comput. Appl. Math. 237, 295–306 (2013)

    MathSciNet  MATH  Google Scholar 

  7. Bai, Z.-Z.: Rotated block triangular preconditioning based on PMHSS. Sci. China Math. 56, 2523–2538 (2013)

    MathSciNet  MATH  Google Scholar 

  8. Bai, Z.-Z.: On spectral clustering of HSS preconditioner for generalized saddle-point matrices. Linear Algebra Appl. 555, 285–300 (2018)

    MathSciNet  MATH  Google Scholar 

  9. Bai, Z.-Z., Golub, G.H.: Accelerated Hermitian and skew-Hermitian splitting iteration methods for saddle-point problems. IMA J. Numer. Anal. 27, 1–23 (2007)

    MathSciNet  MATH  Google Scholar 

  10. Bai, Z.-Z., Golub, G.H., Michael, N.: On inexact Hermitian and skew-Hermitian splitting methods for non-Hermitian positive definite linear systems. Linear Algebra Appl. 428, 413–440 (2008)

    MathSciNet  MATH  Google Scholar 

  11. Bai, Z.-Z., Golub, G.H., Ng, M.K.: Hermitian and skew-Hermitian splitting methods for non-Hermitian positive definite linear systems. SIAM J. Matrix Anal. Appl. 14, 603–626 (2003)

    MathSciNet  MATH  Google Scholar 

  12. Bai, Z.-Z., Golub, G.H., Pan, J.-Y.: Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite linear systems. Numer. Math. 98, 1–32 (2004)

    MathSciNet  MATH  Google Scholar 

  13. Bai, Z.-Z., Michael, N.: On inexact preconditioners for nonsymmetric matrices. SIAM J. Sci. Comput. 26, 1710–1724 (2005)

    MathSciNet  MATH  Google Scholar 

  14. Bai, Z.-Z., Pan, J.-Y.: Matrix Analysis and Computations. SIAM, Philadelphia (2021)

    MATH  Google Scholar 

  15. Bai, Z.-Z., Parlett, B.N., Wang, Z.-Q.: On generalized successive overrelaxation methods for augmented linear systems. Numer. Math. 16, 1–38 (2005)

    MathSciNet  MATH  Google Scholar 

  16. Bai, Z.-Z., Wang, Z.-Q.: On parameterized inexact Uzawa methods for generalized saddle point problems. Linear Algebra Appl. 428, 2900–2932 (2008)

    MathSciNet  MATH  Google Scholar 

  17. Bai, Z.-Z., Yin, J.-F., Su, Y.-F.: A shift-splitting preconditioner for non-Hermitian positive definite matrices. J. Comput. Math. 24, 539–552 (2006)

    MathSciNet  MATH  Google Scholar 

  18. Benzi, M., Golub, G.H.: A preconditioner for generalized saddle point problems. SIAM J. Matrix Anal. Appl. 26, 20–41 (2004)

    MathSciNet  MATH  Google Scholar 

  19. Benzi, M., Golub, G.H., Liesen, J.: Numerical solution of saddle point problems. Acta Numer. 14, 1–137 (2005)

    MathSciNet  MATH  Google Scholar 

  20. Betts, J.T.: Practical Methods for Optimal Contral Using Nonlinear Programming. SIAM, Philadelphia (2001)

    MATH  Google Scholar 

  21. Bjorck, A.: Numerical Methods for Least Squares Problems. SIAM, Philadelphia (1996)

    MATH  Google Scholar 

  22. Cao, Y., Dong, J.-L., Wang, Y.-M.: A relaxed deteriorated PSS preconditioner for nonsymmetric saddle point problems from the steady Navier-Stokes equation. J. Comput. Appl. Math. 273, 41–60 (2015)

    MathSciNet  MATH  Google Scholar 

  23. Cao, Y., Du, J., Niu, Q.: Shift-splitting preconditioners for saddle point problems. J. Comput. Appl. Math. 272, 239–250 (2014)

    MathSciNet  MATH  Google Scholar 

  24. Cao, Y., Jiang, M.-Q., Zheng, Y.-L.: A splitting preconditioner for saddle point problems. Numer. Linear Algebra Appl. 18, 875–895 (2011)

    MathSciNet  MATH  Google Scholar 

  25. Cao, Y., Li, S., Yao, L.-Q.: A class of generalized shift-splitting preconditioner for nonsymmetric saddle point problems. Appl. Math. Lett. 49, 20–27 (2015)

    MathSciNet  MATH  Google Scholar 

  26. Cao, Y., Ren, Z.-R., Shi, Q.: A simplified HSS preconditioner for generalized saddle point problems. BIT Numer. Math. 56, 423–439 (2016)

    MathSciNet  MATH  Google Scholar 

  27. Cao, Y., Shen, Q.-Q., Chen, Y.-T.: Additive inexact block triangular preconditioners for saddle point problems arising in meshfree discretization of piezoelectric equations. E. Asian J. Appl. Math. 12, 381–405 (2022)

    MathSciNet  MATH  Google Scholar 

  28. Cao, Y., Yao, L.-Q., Jiang, M.-Q., Niu, Q.: A relaxed HSS preconditioner for saddle point problems from mesh discretization. J. Comput. Math. 31, 398–421 (2013)

    MathSciNet  MATH  Google Scholar 

  29. Cao, Z.-H.: Block triangular Schur complement preconditioners for saddle point problems and application to the Oseen equations. Appl. Numer. Math. 60, 193–207 (2010)

    MathSciNet  MATH  Google Scholar 

  30. Elman, H.C.: Preconditioners for saddle point problems arising in computational fluid dynamics. Appl. Numer. Math. 43, 75–89 (2002)

    MathSciNet  MATH  Google Scholar 

  31. Golub, G.H., Greif, C., Varah, J.M.: An algebraic analysis of a block diagonal preconditioner for saddle point systems. SIAM J. Matrix Anal. Appl. 27, 779–792 (2005)

    MathSciNet  MATH  Google Scholar 

  32. Huang, Z.-H., Su, H.: A modified shift-splitting method for nonsymmetric saddle point problems. J. Comput. Appl. Math. 317, 535–546 (2017)

    MathSciNet  MATH  Google Scholar 

  33. Krukier, L.A., Martynova, T.S., Bai, Z.-Z.: Product-type skew-Hermitian triangular splitting iteration methods for strongly non-Hermitian positive definite linear systems. J. Comput. Appl. Math. 232, 3–16 (2009)

    MathSciNet  MATH  Google Scholar 

  34. Li, W., Bai, Z.-Z.: Skew-Hermitian triangular splitting iteration methods for non-Hermitian positive definite linear systems of strong skew-Hermitian parts. BIT Numer. Math. 44, 363–386 (2004)

    MathSciNet  MATH  Google Scholar 

  35. Liang, Z.-Z., Zhang, G.-F.: Two new variants of the HSS preconditioner for regularized saddle point problems. Comput. Math. Appl. 72, 603–619 (2016)

    MathSciNet  MATH  Google Scholar 

  36. Liao, L.-D., Zhang, G.-F.: A generalized variant of simplified HSS preconditioner for generalized saddle point problems. Appl. Math. Comput. 346, 790–799 (2019)

    MathSciNet  MATH  Google Scholar 

  37. Luo, W.-H., Huang, T.-Z.: A parameterized splitting preconditioner for generalized saddle point problems. J. Appl. Math. 2013, 1–6 (2013)

    MathSciNet  MATH  Google Scholar 

  38. Pan, J.-Y., Michael, N., Bai, Z.-Z.: New preconditioners for saddle point problems. Appl. Math. Comput. 172, 762–771 (2006)

    MathSciNet  MATH  Google Scholar 

  39. Salkuyeh, D.K., Abdolmaleki, M., Karimi, S.: On a splitting preconditioning for saddle point problems. J. Appl. Math. Inform. 36, 459–474 (2018)

    MathSciNet  MATH  Google Scholar 

  40. Salkuyeh, D.K., Masoudi, M., Hezari, D.: On the generalized shift-splitting preconditioner for saddle point problems. Appl. Math. Lett. 48, 55–61 (2015)

    MathSciNet  MATH  Google Scholar 

  41. Shen, Q.-Q., Shi, Q.: Generalized shift-splitting preconditioner for nonsingular and singular generalized saddle point problems. Comput. Math. Appl. 72, 632–641 (2016)

    MathSciNet  MATH  Google Scholar 

  42. Wang, L., Bai, Z.-Z.: Convergence conditions for splitting iteration methods for non-Hermitian linear systems. Linear Algebra Appl. 428, 453–468 (2008)

    MathSciNet  MATH  Google Scholar 

  43. Wang, N.-N., Li, J.-C.: A class of new extended shift-splitting preconditioners for saddle point problems. J. Comput. Appl. Math. 357, 123–145 (2019)

    MathSciNet  MATH  Google Scholar 

  44. Zhang, J.-H., Chen, X.-P., Zhao, J.: Generalized fast shift-splitting preconditioner for nonsymmetric saddle-point problems. Comput. Appl. Math. 38, 1–24 (2019)

    MathSciNet  MATH  Google Scholar 

  45. Zhu, J.-L., Wu, Y.-J., Yang, A.-L.: A two-parameter block triangular preconditioner for double saddle point problem arising from liquid crystal directors modeling. Numer. Algorithms 89, 987–1006 (2022)

    MathSciNet  MATH  Google Scholar 

  46. Zhu, J.-L., Yang, A.-L., Wu, Y.-J.: A parameterized deteriorated PSS preconditioner and its optimization for nonsymmetric saddle point problems. Comput. Math. Appl. 79, 1420–1434 (2020)

    MathSciNet  MATH  Google Scholar 

  47. Zhu, M.-Z., Zhang, G.-F., Liang, Z.-Z.: On generalized local Hermitian and skew-Hermitian splitting iterative method for block two-by-two linear systems. Appl. Math. Comput. 250, 463–478 (2015)

    MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Bo Wu.

Ethics declarations

Conflict of Interest

On behalf of all authors, the corresponding author states that there is no conflict of interest.

Additional information

This work is supported by the National Natural Science Foundation of China under Grant Nos. 61273311 and 61803247.

Rights and permissions

Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Wu, B., Gao, X. Two-Parameter Block Triangular Splitting Preconditioner for Block Two-by-Two Linear Systems. Commun. Appl. Math. Comput. 5, 1601–1615 (2023). https://doi.org/10.1007/s42967-022-00222-0

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s42967-022-00222-0

Keywords

Mathematics Subject Classification

Navigation