Skip to main content
Log in

MN-DPMHSS iteration method for systems of nonlinear equations with block two-by-two complex Jacobian matrices

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

Abstract

Preconditioned modified Hermitian and skew-Hermitian splitting (PMHSS) method is an unconditionally convergent iteration method for solving large sparse complex symmetric systems of linear equation. Motivated by the PMHSS method, we develop a new method of solving a class of linear equations with block two-by-two complex coefficient matrix by introducing two coefficients, noted as DPMHSS. By making use of the DPMHH iteration as the inner solver to approximately solve the Newton equations, we establish modified Newton-DPMHSS (MN-DPMHSS) method for solving large systems of nonlinear equations. We analyze the local convergence properties under the Hölder continuous conditions, which is weaker than Lipschitz assumptions. Numerical results are given to confirm the effectiveness of our method.

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. An, H.-B., Bai, Z.-Z.: A globally convergent Newton-GMRES method for large sparse systems of nonlinear equations. Appl. Numer. Math. 57, 235–252 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  2. Axelsson, O., Kucherov, A.: Real valued iterative methods for solving complex symmetric linear systems. Numer. Linear Algebra Appl. 7(4), 197–218 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  3. Bai, Z.-Z.: Structured preconditioners for nonsingular matrices of block two-by-two structures. Math. Comput. 75(254), 791–815 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  4. Bai, Z.-Z.: Block preconditioners for elliptic PDE-constrained optimization problems. Computing 91(4), 379–395 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  5. Bai, Z.-Z.: On preconditioned iteration methods for complex linear systems. J. Engrg. Math. 93(1), 41–60 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  6. Bai, Z.-Z., Benzi, M., Chen, F.: Modified HSS iteration methods for a class of complex symmetric linear systems. Computing 87, 93–111 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  7. Bai, Z.-Z., Benzi, M., Chen, F.: On preconditioned MHSS iteration methods for complex symmetric linear systems. Numer. Algor. 56, 297–317 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  8. Bai, Z.-Z., Benzi, M., Chen, F., Wang, Z.-Q.: Preconditioned MHSS iteration methods for a class of block two-by-two linear systems with application to distributed control problems. IMA J. Numer. Anal. 33, 343–369 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  9. Bai, Z.-Z., Golub, G.H., Li, C.-K.: Optimal parameter in Hermitian and skew-Hermitian splitting method for certain two-by-two block matrices. SIAM J. Sci. Comput. 28(2), 583–603 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  10. Bai, Z.-Z., Golub, G.H., Li, C.-K.: Convergence properties of preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite matrices. Math. Comput. 76(257), 287–298 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  11. 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 

  12. 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 

  13. Bai, Z.-Z., Guo, X.-P.: On Newton-HSS methods for systems of nonlinear equations with positivedefinite Jacobian matrices. J. Comput. Math. 28, 235–260 (2010)

  14. Bai, Z.-Z., Yang, X.: On HSS-based iteration methods for weakly nonlinear systems. Appl. Numer. Math. 59, 2923–2936 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  15. Chen, F.: On choices of iteration parameter in HSS method. Appl. Math. Comput. 271, 832–837 (2015)

    MathSciNet  Google Scholar 

  16. Day, D., Heroux, M.A.: Solving complex-valued linear systems via equivalent real formulations. SIAM J. Sci. Comput. 23(2), 480–498 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  17. Dehghan, M., Dehghani-Madiseh, M., Hajarian, M.: A generalized preconditioned MHSS method for a class of complex symmetric linear systems. Math. Model. Anal. 18, 561–576 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  18. Huang, Y.-M.: A practical formula for computing optimal parameters in the HSS iteration methods. J. Comput. Appl. Math. 255, 142–149 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  19. Lass, O., Vallejos, M., Borzi, A., Douglas, C.C.: Implementation and analysis of multigrid schemes with finite elements for elliptic optimal control problems. Computing 84(1), 27–48 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  20. Lions, J.L.: Optimal control of systems governed by partial differential equations. Springer, Berlin, Germany (1971)

    Book  MATH  Google Scholar 

  21. Ortega, J.M., Rheinboldt, W.C.: Iterative solution of nonlinear equations in several variables. Academic Press, New York (1970)

    MATH  Google Scholar 

  22. Rees, T., Dollar, H.S., Wathen, A.J.: Optimal solvers for PDE-constrained optimization. SIAM J. Sci. Comput 32(1), 271–298 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  23. Rees, T., Stoll, M.: Block-triangular preconditioners for PDE-constrained optimization. Numer. Linear Algebra Appl. 17(6), 977–996 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  24. Wu, Q.-B., Chen, M.-H.: Convergence analysis of modified Newton-HSS method for solving systems of nonlinear equations. Numer. Algor. 64, 659–683 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  25. Yang, A.-L., Wu, Y.-J.: Newton-MHSS methods for solving systems of nonlinear equations with complex symmetric Jacobian matrices. Numer. Algebra Control Optim. 2, 839–853 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  26. Zhong, H.-X., Chen, G.-L., Guo, X.-P.: On preconditioned modified Newton-MHSS method for systems of nonlinear equations with complex symmetric Jacobian matrices. Numer. Algor. 69, 553–567 (2015)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgments

The authors are very much indebted to the referees for their constructive and valuable comments and suggestions which greatly improved the original version of this paper.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Xue-Ping Guo.

Additional information

Xue-Ping Guo is partly supported by the National Natural Science Foundation of China (No.11371145, No.11471122), Science and Technology Commission of Shanghai Municipality (STCSM, 13dz2260400).

Hong-Xiu Zhong is partly supported by the National Natural Science Foundation of China (No. 11471122).

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Wang, J., Guo, XP. & Zhong, HX. MN-DPMHSS iteration method for systems of nonlinear equations with block two-by-two complex Jacobian matrices. Numer Algor 77, 167–184 (2018). https://doi.org/10.1007/s11075-017-0309-x

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-017-0309-x

Keywords

Navigation