Skip to main content
Log in

A generalized variant of the deteriorated PSS preconditioner for nonsymmetric saddle point problems

  • Original Paper
  • Published:
Numerical Algorithms Aims and scope Submit manuscript

Abstract

Based on the variant of the deteriorated positive-definite and skew-Hermitian splitting (VDPSS) preconditioner developed by Zhang and Gu (BIT Numer. Math. 56:587–604, 2016), a generalized VDPSS (GVDPSS) preconditioner is established in this paper by replacing the parameter α in (2,2)-block of the VDPSS preconditioner by another parameter β. This preconditioner can also be viewed as a generalized form of the VDPSS preconditioner and the new relaxed HSS (NRHSS) preconditioner which has been exhibited by Salkuyeh and Masoudi (Numer. Algorithms, 2016). The convergence properties of the GVDPSS iteration method are derived. Meanwhile, the distribution of eigenvalues and the forms of the eigenvectors of the preconditioned matrix are analyzed in detail. We also study the upper bounds on the degree of the minimum polynomial of the preconditioned matrix. Numerical experiments are implemented to illustrate the effectiveness of the GVDPSS preconditioner and verify that the GVDPSS preconditioned generalized minimal residual method is superior to the DPSS, relaxed DPSS, SIMPLE-like, NRHSS, and VDPSS preconditioned ones for solving saddle point problems in terms of the iterations and computational times.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Bai, Z.-Z.: Sharp error bounds of some Krylov subspace methods for non-Hermitian linear systems. Appl. Math. Comput. 109, 273–285 (2000)

    MathSciNet  MATH  Google Scholar 

  2. Bai, Z.-Z.: Structured preconditioners for nonsingular matrices of block two-by-two structures. Math. Comp. 75, 791–815 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  3. Bai, Z.-Z.: Optimal parameters in the HSS-like methods for saddle-point problems. Numer. Linear Algebra Appl. 16, 447–479 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  4. Bai, Z.-Z.: Eigenvalue estimates for saddle point matrices of Hermitian and indefinite leading blocks. J. Comput. Appl. Math. 237, 295–306 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  5. Bai, Z.-Z.: Motivations and realizations of Krylov subspace methods for large sparse linear systems. J. Comput. Appl Math. 283, 71–78 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  6. Bai, Z.-Z., Golub, G.H.: Accelerated Hermitian and skew-Hermitian splitting iteration methods for saddle-point problems. IMA J. Numer. Anal. 27, 1–23 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  7. Bai, Z.-Z., Golub, G.H., Lu, L.-Z., Yin, J.-F.: Block triangular and skew-Hermitian splitting methods for positive-definite linear systems. SIAM J. Sci. Comput. 26, 844–863 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  8. Bai, Z.-Z., Golub, G.H., Ng, M.K.: Hermitian and skew-Hermitian splitting methods for non-Hermitian positive definite linear systems. SIAM J. Matrix Anal. Appl. 24, 603–626 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  9. Bai, Z.-Z., Golub, G.H., Ng, M.K.: On inexact Hermitian and skew-Hermitian splitting methods for non-Hermitian positive definite linear systems. Linear Algebra Appl. 428, 413–440 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  10. Bai, Z.-Z., Golub, G.H., Pan, J.-Y.: Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite linear systems. Numer. Math. 98, 1–32 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  11. Bai, Z.-Z., Li, G.-Q.: Restrictively preconditioned conjugate gradient methods for systems of linear equations. IMA J. Numer. Anal. 23, 561–580 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  12. Bai, Z.-Z., Ng, M.K., Wang, Z.-Q.: Constraint preconditioners for symmetric indefinite matrices. SIAM J. Matrix Anal. Appl. 31, 410–433 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  13. Bai, Z.-Z., Parlett, B.N., Wang, Z.-Q.: On generalized successive overrelaxation methods for augmented linear systems. Numer. Math. 102, 1–38 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  14. Bai, Z.-Z., Wang, Z.-Q.: Restrictive preconditioners for conjugate gradient methods for symmetric positive definite linear systems. J. Comput. Appl Math. 187, 202–226 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  15. Bai, Z.-Z., Wang, Z.-Q.: On parameterized inexact Uzawa methods for generalized saddle point problems. Linear Algebra Appl. 428, 2900–2932 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  16. Bai, Z.-Z., Yin, J.-F., Sum, Y.-F.: A shift-splitting preconditioner for non-Hermitian positive definite matrices. J. Comput. Math. 24, 539–552 (2006)

    MathSciNet  MATH  Google Scholar 

  17. Benzi, M.: Preconditioning techniques for large linear systems: a survey. J. Comput. Phys. 182, 418–477 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  18. Benzi, M., Golub, G.H., Liesen, J.: Numerical solution of saddle point problems. Acta Numer. 14, 1–137 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  19. Bramble, J.H., Pasciak, J.E., Vassilev, A.T.: Analysis of the inexact Uzawa algorithm for saddle point problems. SIAM J. Numer Anal. 34, 1072–1092 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  20. Brezzi, F., Fortin, M.: Mixed and Hybrid Finite Element Methods. Springer-Verlag, New York and London (1991)

    Book  MATH  Google Scholar 

  21. Cao, Y., Dong, J.-L., Wang, Y.-M.: A relaxed deteriorated PSS preconditioner for nonsymmetric saddle point problems from the steady Navier-Stokes equation. J. Comput. Appl. Math. 273, 41–60 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  22. Cao, Y., Du, J., Niu, Q.: Shift-splitting preconditioners for saddle point problems. J. Comput. Appl Math. 272, 239–250 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  23. Cao, Y., Li, S., Yao, L.-Q.: A class of generalized shift-splitting preconditioners for nonsymmetric saddle point problems. Appl. Math Lett. 49, 20–27 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  24. Cao, Y., Ren, Z.-R., Shi, Q.: A simplified, HSS preconditioner for generalized saddle point problems. BIT Numer. Math. 56, 423–439 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  25. Chen, C.-R., Ma, C.-F.: A generalized shift-splitting preconditioner for saddle point problems. Appl. Math. Lett. 43, 49–55 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  26. Chen, C.-R., Ma, C.-F.: A generalized shift-splitting preconditioner for singular saddle point problems. Appl. Math. Comput. 269, 947–955 (2015)

    MathSciNet  Google Scholar 

  27. Dollar, H.S., Wathen, A.J.: Approximate factorization constraint preconditioners for saddle-point matrices. SIAM J. Sci Comput. 27, 1555–1572 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  28. Elman, H.C.: Preconditioners for saddle point problems arising in computational fluid dynamics. Appl. Numer. Math. 43, 75–89 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  29. Elman, H.C., Golub, G.H.: Inexact and preconditioned Uzawa algorithms for saddle point problems. SIAM J. Numer. Anal. 31, 1645–1661 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  30. Fan, H.-T., Zhu, X.-Y.: A generalized relaxed positive-definite and skew-Hermitian splitting preconditioner for non-Hermitian saddle point problems. Appl. Math. Comput. 258, 36–48 (2015)

    MathSciNet  MATH  Google Scholar 

  31. Golub, G.H., Wu, X., Yuan, J.-Y.: SOR-like methods for augmented systems. BIT Numer. Math. 41, 71–85 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  32. Guo, P., Li, C.-X., Wu, S.-L.: A modified SOR-like method for the augmented systems. J. Comput. Appl. Math. 274, 58–69 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  33. Li, C., Vuik, C.: Eigenvalue analysis of the SIMPLE preconditioning for incompressible flow. Numer Linear Algebra Appl. 11, 511–523 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  34. Liang, Z.-Z., Zhang, G.-F.: PU-STS method for non-Hermitian saddle-point problems. Appl. Math. Lett. 46, 1–6 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  35. Liang, Z.-Z., Zhang, G.-F.: SIMPLE-like preconditioners for saddle point problems from the steady Navier-Stokes equations. J. Comput. Appl. Math. 302, 211–223 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  36. Pan, J.-Y., Ng, M.K., Bai, Z.-Z.: New preconditioners for saddle point problems. Appl. Math. Comput. 172, 762–771 (2006)

    MathSciNet  MATH  Google Scholar 

  37. Rozložník, M., Simoncini, V.: Krylov subspace methods for saddle point problems with indefinite preconditioning. SIAM J. Matrix Anal. Appl. 24, 368–391 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  38. Saad, Y.: Iterative Methods for Sparse Linear Systems, 2nd edn. SIAM, Philadelphia (2003)

    Book  MATH  Google Scholar 

  39. Saad, Y., Schultz, M.H.: GMRES: a generalized minimal residual algorithm for solving nonsymmetric linear systems. SIAM J. Sci. Stat. Comput. 7, 856–869 (1986)

    Article  MathSciNet  MATH  Google Scholar 

  40. Salkuyeh, D.K., Masoudi, M.: A new relaxed HSS preconditioner for saddle point problems. Numer. Algorithms doi:10.1007/s11075-016-0171-2 (2016)

  41. Simoncini, V.: Block triangular preconditioners for symmetric saddle-point problems. Appl. Numer. Math. 49, 63–80 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  42. Sturler, E.D., Liesen, J.: Block-diagonal and constraint preconditioners for nonsymmetric indefinite linear systems. SIAM J. Sci. Comput. 26, 1598–1619 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  43. Yun, J.-H.: Variants of the Uzawa method for saddle point problem. Comput. Math. Appl. 65, 1037–1046 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  44. Zhang, J.-L., Gu, C.-Q.: A variant of the deteriorated PSS preconditioner for nonsymmetric saddle point problems. BIT Numer. Math. 56, 587–604 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  45. Zhang, J.-L., Gu, C.-Q., Zhang, K.: A relaxed positive-definite and skew-Hermitian splitting preconditioner for saddle point problems. Appl. Math. Comput. 249, 468–479 (2014)

    MathSciNet  MATH  Google Scholar 

  46. Zhou, S.-W., Yang, A.-L., Dou, Y., Wu, Y.-J.: The modified shift-splitting preconditioners for nonsymmetric saddle-point problems. Appl. Math. Lett. 59, 109–114 (2016)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Li-Gong Wang.

Additional information

This research was supported by the National Natural Science Foundation of China (No. 11171273) and sponsored by the Innovation Foundation for Doctor Dissertation of Northwestern Polytechnical University (No. CX201628).

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Huang, ZG., Wang, LG., Xu, Z. et al. A generalized variant of the deteriorated PSS preconditioner for nonsymmetric saddle point problems. Numer Algor 75, 1161–1191 (2017). https://doi.org/10.1007/s11075-016-0236-2

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-016-0236-2

Keywords

Mathematics Subject Classification (2010)

Navigation