Skip to main content

Preconditioners for Some Matrices of Two-by-Two Block Form, with Applications, I

  • Conference paper
  • First Online:
Numerical Solution of Partial Differential Equations: Theory, Algorithms, and Their Applications

Part of the book series: Springer Proceedings in Mathematics & Statistics ((PROMS,volume 45))

  • 2356 Accesses

Abstract

Matrices of two-by-two block form with matrix blocks of equal order arise in various important applications, such as when solving complex-valued systems in real arithmetics, in linearized forms of the Cahn–Hilliard diffusive phase-field differential equation model and in constrained partial differential equations with distributed control. It is shown how an efficient preconditioner can be constructed which, under certain conditions, has a resulting spectral condition number of about 2. The preconditioner avoids the use of Schur complement matrices and needs only solutions with matrices that are linear combinations of the matrices appearing in each block row of the given matrix and for which often efficient preconditioners are already available.

Mathematics Subject Classification (2010): 65F10, 65F35, 76T10, 49J20

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

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. van Rienen, U.: Numerical Methods in Computational Electrodynamics. Linear Systems in Practical Applications. Springer, Berlin (1999)

    Google Scholar 

  2. Axelsson, O., Kucherov, A.: Real valued iterative methods for solving complex symmetric linear systems. Numer. Lin. Algebra Appl. 7, 197–218 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  3. Benzi, M., Bertaccini, D.: Block preconditioning of real-valued iterative algorithms for complex linear systems. IMA J. Numer. Anal. 28, 598–618 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  4. Axelsson, O., Boyanova, P., Kronbichler, M., Neytcheva, M., Wu, X.: Numerical and computational efficiency of solvers for two-phase problems. Comput. Math. Appl. 65, 301–314 (2012). http://dx.doi.org./10.1016/j.camva.2012.05.020

    Google Scholar 

  5. Boyanova, P.: On numerical solution methods for block-structured discrete systems. Doctoral thesis, Department of Information Technology, Uppsala University, Sweden (2012). http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-173530

  6. Lions, J.-L.: Optimal Control of Systems Governed by Partial Differential Equations. Springer, Berlin (1971)

    Book  MATH  Google Scholar 

  7. Zulehner, W.: Nonstandard norms and robust estimates for saddle-point problems. SIAM J. Matrix Anal. Appl. 32, 536–560 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  8. Arridge, S.R.: Optical tomography in medical imaging. Inverse Probl. 15, 41–93 (1999)

    Article  MathSciNet  Google Scholar 

  9. Egger, H., Engl, H.W.: Tikhonov regularization applied to the inverse problem of option pricing: convergence analysis and rates. Inverse Probl. 21, 1027–1045 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  10. Paige, C.C., Saunders, M.A.: Solution of sparse indefinite systems of linear equations. SIAM J. Numer. Anal. 12, 617–629 (1975)

    Article  MathSciNet  MATH  Google Scholar 

  11. Axelsson, O., Barker, V.A.: Finite Element Solution of Boundary Value Problems. Theory and Computation. Academic, Orlando, FL (1984)

    MATH  Google Scholar 

  12. Brezzi, F., Fortin, M.: Mixed and Hybrid Finite Elements Methods. Springer, Berlin (1991)

    Book  Google Scholar 

  13. Notay, Y.: The software package AGMG. http://homepages.ulb.ac.be/~ynotay/

  14. Vassilevski, P.: Multilevel Block Factorization Preconditioners. Springer, New York (2008)

    MATH  Google Scholar 

  15. Notay, Y.: Aggregation-based algebraic multigrid for convection-diffusion equations. SIAM J. Sci. Comput. 34, A2288–A2316 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  16. Saad, Y., Schultz, M.H.: GMRES: a generalized minimal residual algorithm for solving nonsymmetric linear systems. SIAM J. Sci. Stat. Comput. 7, 856–869 (1986)

    Article  MathSciNet  MATH  Google Scholar 

  17. Axelsson, O., Vassilevski, P.S.: A black box generalized conjugate gradient solver with inner iterations and variable-step preconditioning. SIAM J. Matrix Anal. Appl. 12(4), 625–644 (1991)

    Article  MathSciNet  MATH  Google Scholar 

  18. Saad, Y.: A flexible inner-outer preconditioned GMRES algorithm. SIAM J. Sci. Comput. 14, 461–469 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  19. Bramble, J.H., Pasciak, J.E.: A preconditioning technique for indefinite systems resulting from mixed approximations of elliptic problems. Math. Comput. 50, 1–17 (1988)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

This work was supported by the European Regional Development Fund in the IT4 Innovations Centre of Excellence project (CZ.1.05/1.1.00/02.0070).

Discussions with Maya Neytcheva on implementation aspects of the method are gratefully acknowledged.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Owe Axelsson .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2013 Springer Science+Business Media New York

About this paper

Cite this paper

Axelsson, O. (2013). Preconditioners for Some Matrices of Two-by-Two Block Form, with Applications, I. In: Iliev, O., Margenov, S., Minev, P., Vassilevski, P., Zikatanov, L. (eds) Numerical Solution of Partial Differential Equations: Theory, Algorithms, and Their Applications. Springer Proceedings in Mathematics & Statistics, vol 45. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-7172-1_3

Download citation

Publish with us

Policies and ethics