A preconditioned iteration method for solving saddle point problems

Fuente: arXiv
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Autori principali: Zhang, Juan, Luo, Yiyi
Natura: Preprint
Pubblicazione: 2024
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author Zhang, Juan
Luo, Yiyi
author_facet Zhang, Juan
Luo, Yiyi
contents This paper introduces a preconditioned method designed to comprehensively address the saddle point system with the aim of improving convergence efficiency. In the preprocessor construction phase, a technical approach for solving the approximate inverse matrix of sparse matrices is presented. The effectiveness of the proposed method is demonstrated through numerical examples, emphasizing its efficacy in approximating the inverse matrix. Furthermore, the preprocessing technology includes a low-rank processing step, effectively reducing algorithmic complexity. Numerical experiments validate the effectiveness and feasibility of PSLR-GMRES in solving the saddle point system.
format Preprint
id arxiv_https___arxiv_org_abs_2404_06061
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A preconditioned iteration method for solving saddle point problems
Zhang, Juan
Luo, Yiyi
Numerical Analysis
This paper introduces a preconditioned method designed to comprehensively address the saddle point system with the aim of improving convergence efficiency. In the preprocessor construction phase, a technical approach for solving the approximate inverse matrix of sparse matrices is presented. The effectiveness of the proposed method is demonstrated through numerical examples, emphasizing its efficacy in approximating the inverse matrix. Furthermore, the preprocessing technology includes a low-rank processing step, effectively reducing algorithmic complexity. Numerical experiments validate the effectiveness and feasibility of PSLR-GMRES in solving the saddle point system.
title A preconditioned iteration method for solving saddle point problems
topic Numerical Analysis
url https://arxiv.org/abs/2404.06061