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ON BLOCK PRECONDITIONERS FOR PDE-CONSTRAINED OPTIMIZATION PROBLEMS 被引量:1

ON BLOCK PRECONDITIONERS FOR PDE-CONSTRAINED OPTIMIZATION PROBLEMS
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摘要 Recently, Bal proposed a block-counter-diagonal and a block-counter-triangular precon- ditioning matrices to precondition the GMRES method for solving the structured system of linear equations arising from the Galerkin finite-element discretizations of the distributed control problems in (Computing 91 (2011) 379-395). He analyzed the spectral properties and derived explicit expressions of the eigenvalues and eigenvectors of the preconditioned matrices. By applying the special structures and properties of the eigenvector matrices of the preconditioned matrices, we derive upper bounds for the 2-norm condition numbers of the eigenvector matrices and give asymptotic convergence factors of the preconditioned GMRES methods with the block-counter-diagonal and the block-counter-triangular pre- conditioners. Experimental results show that the convergence analyses match well with the numerical results. Recently, Bal proposed a block-counter-diagonal and a block-counter-triangular precon- ditioning matrices to precondition the GMRES method for solving the structured system of linear equations arising from the Galerkin finite-element discretizations of the distributed control problems in (Computing 91 (2011) 379-395). He analyzed the spectral properties and derived explicit expressions of the eigenvalues and eigenvectors of the preconditioned matrices. By applying the special structures and properties of the eigenvector matrices of the preconditioned matrices, we derive upper bounds for the 2-norm condition numbers of the eigenvector matrices and give asymptotic convergence factors of the preconditioned GMRES methods with the block-counter-diagonal and the block-counter-triangular pre- conditioners. Experimental results show that the convergence analyses match well with the numerical results.
出处 《Journal of Computational Mathematics》 SCIE CSCD 2014年第3期272-283,共12页 计算数学(英文)
关键词 PDE-constrained optimization GMRES method PRECONDITIONER Condition number Asymptotic convergence factor. PDE-constrained optimization, GMRES method, Preconditioner, Condition number, Asymptotic convergence factor.
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  • 1Zhong-Zhi Bai.Modified Block SSOR Preconditioners for Symmetric Positive Definite Linear Systems[J].Annals of Operations Research (-).2001(1-4)
  • 2Zhong-Zhi Bai,Iain S. Duff,Andrew J. Wathen.A Class of Incomplete Orthogonal Factorization Methods. I: Methods and Theories[J].Bit Numerical Mathematics.2001(1)
  • 3Gene H. Golub,X. Wu,Jin-Yun Yuan.SOR-like Methods for Augmented Systems[J].Bit Numerical Mathematics.2001(1)
  • 4Zhong‐Zhi Bai.A class of modified block SSOR preconditioners for symmetric positive definite systems of linear equations[J].Advances in Computational Mathematics.1999(2)

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