Abstract
The null-space method is a technique that has been used for many years to reduce a saddle point system to a smaller, easier to solve, symmetric positive-definite system. This method can be understood as a block factorization of the system. Here we explore the use of preconditioners based on incomplete versions of a particular null-space factorization, and compare their performance with the equivalent Schur-complement based preconditioners. We also describe how to apply the non-symmetric preconditioners proposed using the conjugate gradient method (CG) with a non-standard inner product. This requires an exact solve with the (1,1) block, and the resulting algorithm is applicable in other cases where Bramble-Pasciak CG is used. We verify the efficiency of the newly proposed preconditioners on a number of test cases from a range of applications.
Original language | English |
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Pages (from-to) | 1103-1128 |
Number of pages | 26 |
Journal | SIAM Journal on Matrix Analysis and Applications |
Volume | 37 |
Issue number | 3 |
Early online date | 18 Aug 2016 |
DOIs | |
Publication status | E-pub ahead of print - 18 Aug 2016 |
Keywords
- preconditioning
- saddle point systems
- null-space method
- Schur complement
- conjugate gradient method
- iterative methods
- linear systems
- sparse matrices