The restrictively preconditioned conjugate gradient methods on normal residual for block two-by-two linear systems

	The restrictively preconditioned conjugate gradient methods on normal residual for block two-by-two linear systems
	Yin, Junfeng; Bai, Zhongzhi
	2008-03-01
发表期刊	JOURNAL OF COMPUTATIONAL MATHEMATICS
ISSN	0254-9409
卷号	26 期号:2 页码:240-249
摘要	The restrictively preconditioned conjugate gradient (RPCG) method is further developed to solve large sparse system of linear equations of a block two-by-two structure. The basic idea of this new approach is that we apply the RPCG method to the normal-residual equation of the block two-by-two linear system and construct each required approximate matrix by making use of the incomplete orthogonal factorization of the involved matrix blocks. Numerical experiments show that the new method, called the restrictively preconditioned conjugate gradient on normal residual (RPCGNR), is more robust and effective than either the known RPCG method or the standard conjugate gradient on normal residual (CGNR) method when being used for solving the large sparse saddle point problems.
关键词	block two-by-two linear system saddle point problem restrictively preconditioned conjugate gradient method normal-residual equation incomplete orthogonal factorization
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000254352200006
出版者	VSP BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/5883
专题	计算数学与科学工程计算研究所
通讯作者	Yin, Junfeng
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, LSEC, ICMSEC, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Yin, Junfeng,Bai, Zhongzhi. The restrictively preconditioned conjugate gradient methods on normal residual for block two-by-two linear systems[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2008,26(2):240-249.
APA	Yin, Junfeng,&Bai, Zhongzhi.(2008).The restrictively preconditioned conjugate gradient methods on normal residual for block two-by-two linear systems.JOURNAL OF COMPUTATIONAL MATHEMATICS,26(2),240-249.
MLA	Yin, Junfeng,et al."The restrictively preconditioned conjugate gradient methods on normal residual for block two-by-two linear systems".JOURNAL OF COMPUTATIONAL MATHEMATICS 26.2(2008):240-249.