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Block preconditioners for elliptic PDE-constrained optimization problems
Authors:Zhong-Zhi Bai
Affiliation:1.School of Mathematics and Computer Science,Guizhou Normal University,Guiyang,People’s Republic of China;2.State Key Laboratory of Scientific/Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing,Academy of Mathematics and Systems Science, Chinese Academy of Sciences,Beijing,People’s Republic of China
Abstract:For the structured systems of linear equations arising from the Galerkin finite-element discretizations of the distributed control problems, we construct block-counter-diagonal and block-counter-tridiagonal preconditioning matrices to precondition the Krylov subspace methods such as GMRES. We derive explicit expressions for the eigenvalues and eigenvectors of the corresponding preconditioned matrices. Numerical implementations show that these structured preconditioners may lead to satisfactory experimental results of the preconditioned GMRES methods when the regularization parameter is suitably small.
Keywords:
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