Auxiliary space theory for the analysis of iterative methods for semidefinite linear systems

Fuente: arXiv
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Autori principali: Park, Jongho, Xu, Jinchao
Natura: Preprint
Pubblicazione: 2025
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author Park, Jongho
Xu, Jinchao
author_facet Park, Jongho
Xu, Jinchao
contents We present an auxiliary space theory that provides a unified framework for analyzing various iterative methods for solving linear systems that may be semidefinite. By interpreting a given iterative method for the original system as an equivalent, yet more elementary, iterative method for an auxiliary system defined on a larger space, we derive sharp convergence estimates using elementary linear algebra. In particular, we establish identities for the error propagation operator and the condition number associated with iterative methods, which generalize and refine existing results. The proposed auxiliary space theory is applicable to the analysis of numerous advanced numerical methods in scientific computing. To illustrate its utility, we present three examples -- subspace correction methods, Hiptmair--Xu preconditioners, and auxiliary grid methods -- and demonstrate how the proposed theory yields refined analyses for these cases.
format Preprint
id arxiv_https___arxiv_org_abs_2509_07179
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Auxiliary space theory for the analysis of iterative methods for semidefinite linear systems
Park, Jongho
Xu, Jinchao
Numerical Analysis
65F08, 65F10, 65J05, 65N55
We present an auxiliary space theory that provides a unified framework for analyzing various iterative methods for solving linear systems that may be semidefinite. By interpreting a given iterative method for the original system as an equivalent, yet more elementary, iterative method for an auxiliary system defined on a larger space, we derive sharp convergence estimates using elementary linear algebra. In particular, we establish identities for the error propagation operator and the condition number associated with iterative methods, which generalize and refine existing results. The proposed auxiliary space theory is applicable to the analysis of numerous advanced numerical methods in scientific computing. To illustrate its utility, we present three examples -- subspace correction methods, Hiptmair--Xu preconditioners, and auxiliary grid methods -- and demonstrate how the proposed theory yields refined analyses for these cases.
title Auxiliary space theory for the analysis of iterative methods for semidefinite linear systems
topic Numerical Analysis
65F08, 65F10, 65J05, 65N55
url https://arxiv.org/abs/2509.07179