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Additive Schwarz Preconditioned GMRES, Inexact Krylov Subspace Methods, and Applications of Inexact CG
Du, Xiuhong
Du, Xiuhong
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2008
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Mathematics
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http://dx.doi.org/10.34944/dspace/3657
Abstract
The GMRES method is a widely used iterative method for solving the linear systems, of the form Ax = b, especially for the solution of discretized partial differential equations. With an appropriate preconditioner, the solution of the linear system Ax = b can be achieved with less computational effort. Additive Schwarz Preconditioners have two good properties. First, they are easily parallelizable, since several smaller linear systems need to be solved: one system for each of the sub-domains, usually corresponding to the restriction of the differential operator to that subdomain. These are called local problems. Second, if a coarse problem is introduced, they are optimal in the sense that bounds on the convergence rate of the preconditioned iterative method are independent (or slowly dependent) on the finite element mesh size and the number of subproblems. We study certain cases where the same optimality can be obtained without a coarse grid correction. In another part of this thesis we consider inexact GMRES when applied to singular (or nearly singular) linear systems. This applies when instead of matrix-vector products with A, one uses A = A+E for some error matrix E which usually changes from one iteration to the next. Following a similar study by Simoncini and Szyld (2003) for nonsingular systems, we prescribe how to relax the exactness of the matrixvector product and still achieve the desired convergence. In addition, similar criteria is given to guarantee that the computed residual with the inexact method is close to the true residual. Furthermore, we give a new computable criteria to determine the inexactness of matrix-vector product using in inexact CG, and applied it onto control problems governed by parabolic partial differential equations.
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