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5th IMACS Conference on Iterative Methods in Scientific Computing
May 28-31, 2001
Foundation for Research and Technology - Hellas (FORTH)
Heraklion, Crete, Greece |
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Organizers
Apostolos Hadjidimos, Elias Houstis, Emmanuel Vavalis
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Conjugate gradients with indefinite constraint preconditioning
by
Miroslav Rozloznik
Institute of Computer Science, Czech Academy of Sciences, Prague
Coauthors: Valeria Simoncini
CONJUGATE GRADIENTS WITH INDEFINITE
CONSTRAINT
PRECONDITIONING
CONJUGATE GRADIENTS WITH INDEFINITE
CONSTRAINT
PRECONDITIONING
MIROSLAV ROZLOZNÍK
Institute of Computer Science,
Academy of Sciences of the Czech Republic
Pod vodárenskou vezí 2,
CZ-182 07 Prague 8, Czech Republic
and Technical University of Liberec,
Department of Modelling of Processes
Faculty of Mechatronics and Interdisciplinary Studies,
Liberec
e-mail: miro@cs.cas.cz
Abstract
In this contribution we analyze the null-space projection (or constraint)
indefinite preconditioner applied to the solution of large-scale
(and indefinite) saddle
point problems. Since
it was shown that the behavior of most of nonsymmetric
Krylov subspace methods can be in this case related to the
convergence of preconditioned conjugate gradient method (PCG)
we study in detail its theoretical properties and
propose simple procedures
for correcting its possible misconvergence.
The numerical behavior of the scheme is discussed and the maximum
attainable accuracy of the approximate solution computed in finite
precision arithmetic is estimated.
This is a joint work with V. Simoncini and it was supported by the Grant
Agency of the Czech Republic under grant No. 101/00/1035.
http://www.cs.cas.cz/~miro
Date received: February 8, 2001
Copyright © 2001 by the author(s).
The author(s) of this document and the organizers of the conference
have granted their consent to include this abstract in
Atlas Mathematical Conference Abstracts.
Document # cagm-12.