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Short-term recurrences for indefinite preconditioning of saddle point problems

by M. Rozloznik and V. Simoncini

(Report number 2000-08)

Abstract
In this paper we analyze the null-space projection (constraint) indefinite preconditioner applied to the solution of large-scale saddle point problems. Nonsymmetric Krylov subspace solvers are considered and it is shown that the behavior of short-term recurrence methods can be related to the behavior of preconditioned conjugate gradient method (PCG). Theoretical properties of PCG are studied in detail and simple procedures for correcting possible misconvergence are proposed. The numerical behavior of the scheme on a real application problem is discussed and the maximum attainable accuracy of the approximate solution computed in finite precision arithmetic is estimated.

Keywords:

@Techreport{RS00_267,
  author = {M. Rozloznik and V. Simoncini},
  title = {Short-term recurrences for indefinite preconditioning of saddle point problems},
  institution = {Seminar for Applied Mathematics, ETH Z{\"u}rich},
  number = {2000-08},
  address = {Switzerland},
  url = {https://www.sam.math.ethz.ch/sam_reports/reports_final/reports2000/2000-08.pdf },
  year = {2000}
}

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