• Title/Summary/Keyword: Splitting preconditioner

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ON A SPLITTING PRECONDITIONER FOR SADDLE POINT PROBLEMS

  • SALKUYEH, DAVOD KHOJASTEH;ABDOLMALEKI, MARYAM;KARIMI, SAEED
    • Journal of applied mathematics & informatics
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    • v.36 no.5_6
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    • pp.459-474
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    • 2018
  • Cao et al. in (Numer. Linear. Algebra Appl. 18 (2011) 875-895) proposed a splitting method for saddle point problems which unconditionally converges to the solution of the system. It was shown that a Krylov subspace method like GMRES in conjunction with the induced preconditioner is very effective for the saddle point problems. In this paper we first modify the iterative method, discuss its convergence properties and apply the induced preconditioner to the problem. Numerical experiments of the corresponding preconditioner are compared to the primitive one to show the superiority of our method.

MODIFLED INCOMPLETE CHOLESKY FACTORIZATION PRECONDITIONERS FOR A SYMMETRIC POSITIVE DEFINITE MATRIX

  • Yun, Jae-Heon;Han, Yu-Du
    • Bulletin of the Korean Mathematical Society
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    • v.39 no.3
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    • pp.495-509
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    • 2002
  • We propose variants of the modified incomplete Cho1esky factorization preconditioner for a symmetric positive definite (SPD) matrix. Spectral properties of these preconditioners are discussed, and then numerical results of the preconditioned CG (PCG) method using these preconditioners are provided to see the effectiveness of the preconditioners.

A PARALLEL IMPLEMENTATION OF A RELAXED HSS PRECONDITIONER FOR SADDLE POINT PROBLEMS FROM THE NAVIER-STOKES EQUATIONS

  • JANG, HO-JONG;YOUN, KIHANG
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.22 no.3
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    • pp.155-162
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    • 2018
  • We describe a parallel implementation of a relaxed Hermitian and skew-Hermitian splitting preconditioner for the numerical solution of saddle point problems arising from the steady incompressible Navier-Stokes equations. The equations are linearized by the Picard iteration and discretized with the finite element and finite difference schemes on two-dimensional and three-dimensional domains. We report strong scalability results for up to 32 cores.

SPECTRAL ANALYSIS OF THE MGSS PRECONDITIONER FOR SINGULAR SADDLE POINT PROBLEMS

  • RAHIMIAN, MARYAM;SALKUYEH, DAVOD KHOJASTEH
    • Journal of applied mathematics & informatics
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    • v.38 no.1_2
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    • pp.175-187
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    • 2020
  • Recently Salkuyeh and Rahimian in (Comput. Math. Appl. 74 (2017) 2940-2949) proposed a modification of the generalized shift-splitting (MGSS) method for solving singular saddle point problems. In this paper, we present the spectral analysis of the MGSS preconditioner when it is applied to precondition the singular saddle point problems with the (1, 1) block being symmetric. Some eigenvalue bounds for the spectrum of the preconditioned matrix are given. We show that all the real eigenvalues of the preconditioned matrix are in a positive interval and all nonzero eigenvalues having nonzero imaginary part are contained in an intersection of two circles.

PARALLEL BLOCK ILU PRECONDITIONERS FOR A BLOCK-TRIDIAGONAL M-MATRIX

  • Yun, Jae-Heon;Kim, Sang-Wook
    • Journal of the Korean Mathematical Society
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    • v.36 no.1
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    • pp.209-227
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    • 1999
  • We propose new parallel block ILU (Incomplete LU) factorization preconditioners for a nonsymmetric block-tridiagonal M-matrix. Theoretial properties of these block preconditioners are studied to see the convergence rate of the preconditioned iterative methods, Lastly, numerical results of the right preconditioned GMRES and BiCGSTAB methods using the block ILU preconditioners are compared with those of these two iterative methods using a standard ILU preconditioner to see the effectiveness of the block ILU preconditioners.

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MULTI SPLITTING PRECONDITIONERS FOR A SYMMETRIC POSITIVE DEFINITE MATRIX

  • Yun Jae-Heon;Kim Eun-Heui;Oh Se-Young
    • Journal of applied mathematics & informatics
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    • v.22 no.1_2
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    • pp.169-180
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    • 2006
  • We study convergence of multisplitting method associated with a block diagonal conformable multisplitting for solving a linear system whose coefficient matrix is a symmetric positive definite matrix which is not an H-matrix. Next, we study the validity of m-step multisplitting polynomial preconditioners which will be used in the preconditioned conjugate gradient method.