Research article

Three effective preconditioners for double saddle point problem

  • Received: 28 December 2020 Accepted: 15 April 2021 Published: 23 April 2021
  • MSC : 65F10, 65F08, 65F50

  • In this paper, we mainly propose three preconditioners for solving double saddle point problems, which arise from some practical problems. Firstly, the solvability of this kind of problem is investigated under suitable assumption. Next, we prove that all the eigenvalues of the three preconditioned matrices are $ 1 $. Furthermore, we analyze the eigenvector distribution and the upper bound of the minimum polynomial degree of the corresponding preconditioned matrix. Finally, numerical experiments are carried to show the effectiveness of the proposed preconditioners.

    Citation: Yuwen He, Jun Li, Lingsheng Meng. Three effective preconditioners for double saddle point problem[J]. AIMS Mathematics, 2021, 6(7): 6933-6947. doi: 10.3934/math.2021406

    Related Papers:

  • In this paper, we mainly propose three preconditioners for solving double saddle point problems, which arise from some practical problems. Firstly, the solvability of this kind of problem is investigated under suitable assumption. Next, we prove that all the eigenvalues of the three preconditioned matrices are $ 1 $. Furthermore, we analyze the eigenvector distribution and the upper bound of the minimum polynomial degree of the corresponding preconditioned matrix. Finally, numerical experiments are carried to show the effectiveness of the proposed preconditioners.



    加载中


    [1] O. Axelsson, Iterative Solution Methods, Cambridge University Press, 1994.
    [2] Z. Z. Bai, Motivations and realizations of Krylov subspace methods for large sparse linear systems, J. Comput. Appl. Math., 283 (2015), 71–78. doi: 10.1016/j.cam.2015.01.025
    [3] F. P. A. Beik, M. Benzi, Block preconditioners for saddle pint systems arising from liquid crystal directors modeling, Calcolo, 55 (2018), 29. doi: 10.1007/s10092-018-0271-6
    [4] F. P. A. Beik, M. Benzi, Iterative methods for double saddle point systems, SIAM J. Matrix Anal. Appl., 39 (2018), 602–621.
    [5] M. Benzi, F. P. A. Beik, Uzawa-type and augmented Lagrangian methods for double saddle point Systems, In: D. Bini, F. Di Benedetto, E. Tyrtyshnikov, M. Van Barel, Structured Matrices in Numerical Linear Algebra, Springer, 2019.
    [6] M. Benzi, G. H. Golub, J. Liesen, Numercial solution of saddle point problems, Acta Numer., 14 (2005), 1–137. doi: 10.1017/S0962492904000212
    [7] D. Boffi, F. Brezzi, M. Fortin, Mixed Finite Element Methods and Applications, Springer Series in Computational Mathematics, New York: Springer, 2013.
    [8] Z. Z. Liang, G. F. Zhang, Alterating positive semidefinite splitting preconditioners for double saddle point problems, Calcolo, 56 (2019), 26. doi: 10.1007/s10092-019-0322-7
    [9] J. Mary$\check{s}$ka, M. Rozlozník, M. Tuma, Schur complement systems in the mixed-hybrid finite element approximation of the potential fluid flow problem, SIAM J. Sci. Comput., 22 (2005), 704–723.
    [10] B. Morini, V. Simoncini, M. Tani, A comparison of reduced and unreduced KKT systems arising from interior point methods, Comput. Optim. Appl., 68 (2017), 1–27. doi: 10.1007/s10589-017-9907-8
    [11] N. Huang, C. F. Ma, Spectral analysis of the preconditioned system for the $3\times3$ block saddle point problem, Numer. Algorithms, 81 (2019), 421–444. doi: 10.1007/s11075-018-0555-6
    [12] N. Huang, Variable parameter Uzawa method for solving a class of block three-by-three saddle point problems, Numer. Algorithms, 85 (2020), 1233–1254. doi: 10.1007/s11075-019-00863-y
    [13] A. Ramage, E. C. Gartland, A preconditioned nullspace method for liquid crystal director modeling, SIAM J. Sci. Comput., 35 (2013), B226–B247. doi: 10.1137/120870219
    [14] Y. Saad, Iterative Methods for Sparse Linear Systems, Boston: PS Publishing Company, 2003.
    [15] S. J. Wright, Primal-Dual Interior-Point Methods, Society for Industrial and Applied Mathematics, Philadelphia, 1997.
  • Reader Comments
  • © 2021 the Author(s), licensee AIMS Press. This is an open access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0)
通讯作者: 陈斌, bchen63@163.com
  • 1. 

    沈阳化工大学材料科学与工程学院 沈阳 110142

  1. 本站搜索
  2. 百度学术搜索
  3. 万方数据库搜索
  4. CNKI搜索

Metrics

Article views(2256) PDF downloads(180) Cited by(2)

Article outline

Figures and Tables

Figures(4)  /  Tables(2)

Other Articles By Authors

/

DownLoad:  Full-Size Img  PowerPoint
Return
Return

Catalog