4.5 Article

Preconditioned MHSS iteration methods for a class of block two-by-two linear systems with applications to distributed control problems

Journal

IMA JOURNAL OF NUMERICAL ANALYSIS
Volume 33, Issue 1, Pages 343-369

Publisher

OXFORD UNIV PRESS
DOI: 10.1093/imanum/drs001

Keywords

block two-by-two matrices; PMHSS iteration; preconditioning; spectral properties; PDE-constrained optimization; KKT systems

Funding

  1. National Natural Science Foundation for Innovative Research Groups [11021101]
  2. Chinese Academy of Sciences
  3. National Basic Research Program, People's Republic of China [2011CB309703]

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We construct a preconditioned modified Hermitian and skew-Hermitian splitting (PMHSS) iteration scheme for solving and preconditioning a class of block two-by-two linear systems arising from the Galerkin finite element discretizations of a class of distributed control problems. The convergence theory of this class of PMHSS iteration methods is established and the spectral properties of the PMHSS-preconditioned matrix are analysed. Numerical experiments show that the PMHSS preconditioners can be quite competitive when used to precondition Krylov subspace iteration methods such as GMRES.

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