Regularized HSS iteration methods for stabilized saddle-point problems

doi:10.1093/imanum/dry046

	Regularized HSS iteration methods for stabilized saddle-point problems
	Bai, Zhong-Zhi
	2019-10-01
发表期刊	IMA JOURNAL OF NUMERICAL ANALYSIS
ISSN	0272-4979
卷号	39 期号:4 页码:1888-1923
摘要	We extend the regularized Hermitian and skew-Hermitian splitting (RHSS) iteration methods for standard saddle-point problems to stabilized saddle-point problems and establish the corresponding unconditional convergence theory for the resulting methods. Besides being used as stationary iterative solvers, this class of RHSS methods can also be used as preconditioners for Krylov subspace methods. It is shown that the eigenvalues of the corresponding preconditioned matrix are clustered at a small number of points in the interval when the iteration parameter is close to and, furthermore, they can be clustered near and when the regularization matrix is appropriately chosen. Numerical results on stabilized saddle-point problems arising from finite element discretizations of an optimal boundary control problem and of a Cahn-Hilliard image inpainting problem, as well as from the Gauss-Newton linearization of a nonlinear image restoration problem, show that the RHSS iteration method significantly outperforms the Hermitian and skew-Hermitian splitting iteration method in iteration counts and computing times when they are used either as linear iterative solvers or as matrix splitting preconditioners for Krylov subspace methods, and optimal convergence behavior can be achieved when using inexact variants of the proposed RHSS preconditioners.
关键词	stabilized saddle-point problem Hermitian and skew-Hermitian splitting stationary iteration method inexact implementation preconditioning convergence
DOI	10.1093/imanum/dry046
语种	英语
资助项目	National Natural Science Foundation, P. R. China[11671393]
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000491253300010
出版者	OXFORD UNIV PRESS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/35803
专题	计算数学与科学工程计算研究所
通讯作者	Bai, Zhong-Zhi
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci Engn Comp, POB 2719, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Bai, Zhong-Zhi. Regularized HSS iteration methods for stabilized saddle-point problems[J]. IMA JOURNAL OF NUMERICAL ANALYSIS,2019,39(4):1888-1923.
APA	Bai, Zhong-Zhi.(2019).Regularized HSS iteration methods for stabilized saddle-point problems.IMA JOURNAL OF NUMERICAL ANALYSIS,39(4),1888-1923.
MLA	Bai, Zhong-Zhi."Regularized HSS iteration methods for stabilized saddle-point problems".IMA JOURNAL OF NUMERICAL ANALYSIS 39.4(2019):1888-1923.