GMRES Convergence Analysis for Nonsymmetric Saddle-Point Systems When the Field of Values Contains the Origin

Fuente: arXiv
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Autores principales: Chen, Hao, Greif, Chen
Formato: Preprint
Publicado: 2025
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author Chen, Hao
Greif, Chen
author_facet Chen, Hao
Greif, Chen
contents We present a field-of-values (FOV) analysis for preconditioned nonsymmetric saddle-point linear systems, where zero is included in the field of values of the matrix. We rely on recent results of Crouzeix and Greenbaum [Spectral sets: numerical range and beyond. SIAM Journal on Matrix Analysis and Applications, 40(3):1087-1101, 2019], showing that a convex region with a circular hole is a spectral set. Sufficient conditions are derived for convergence independent of the matrix dimensions. We apply our results to preconditioned nonsymmetric saddle-point systems, and show their applicability to families of block preconditioners that have not been previously covered by existing FOV analysis. A limitation of our theory is that the preconditioned matrix is required to have a small skew-symmetric part in norm. Consequently, our analysis may not be applicable, for example, to fluid flow problems characterized by a small viscosity coefficient. Some numerical results illustrate our findings.
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id arxiv_https___arxiv_org_abs_2505_07156
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publishDate 2025
record_format arxiv
spellingShingle GMRES Convergence Analysis for Nonsymmetric Saddle-Point Systems When the Field of Values Contains the Origin
Chen, Hao
Greif, Chen
Numerical Analysis
We present a field-of-values (FOV) analysis for preconditioned nonsymmetric saddle-point linear systems, where zero is included in the field of values of the matrix. We rely on recent results of Crouzeix and Greenbaum [Spectral sets: numerical range and beyond. SIAM Journal on Matrix Analysis and Applications, 40(3):1087-1101, 2019], showing that a convex region with a circular hole is a spectral set. Sufficient conditions are derived for convergence independent of the matrix dimensions. We apply our results to preconditioned nonsymmetric saddle-point systems, and show their applicability to families of block preconditioners that have not been previously covered by existing FOV analysis. A limitation of our theory is that the preconditioned matrix is required to have a small skew-symmetric part in norm. Consequently, our analysis may not be applicable, for example, to fluid flow problems characterized by a small viscosity coefficient. Some numerical results illustrate our findings.
title GMRES Convergence Analysis for Nonsymmetric Saddle-Point Systems When the Field of Values Contains the Origin
topic Numerical Analysis
url https://arxiv.org/abs/2505.07156