A framework for deflated and augmented Krylov subspace methods

We consider deflation and augmentation techniques for accelerating the convergence of Krylov subspace methods for the solution of nonsingular linear algebraic systems. Despite some formal similarity, the two techniques are conceptually different from preconditioning. Deflation (in the sense the term is used here) "removes" certain parts from the operator making it singular, while augmentation adds a subspace to the Krylov subspace (often the one that is generated by the singular operator); in contrast, preconditioning changes the spectrum of the operator without making it singular. Deflation and augmentation have been used in a variety of methods and settings. Typically, deflation is combined with augmentation to compensate for the singularity of the operator, but both techniques can be applied separately. We introduce a framework of Krylov subspace methods that satisfy a Galerkin condition. It includes the families of orthogonal residual (OR) and minimal residual (MR) methods. We show that in this framework augmentation can be achieved either explicitly or, equivalently, implicitly by projecting the residuals appropriately and correcting the approximate solutions in a final step. We study conditions for a breakdown of the deflated methods, and we show several possibilities to avoid such breakdowns for the deflated MINRES method. Numerical experiments illustrate properties of different variants of deflated MINRES analyzed in this paper.Comment: 24 pages, 3 figure

Deflation for the off-diagonal block in symmetric saddle point systems

Deflation techniques are typically used to shift isolated clusters of small eigenvalues in order to obtain a tighter distribution and a smaller condition number. Such changes induce a positive effect in the convergence behavior of Krylov subspace methods, which are among the most popular iterative solvers for large sparse linear systems. We develop a deflation strategy for symmetric saddle point matrices by taking advantage of their underlying block structure. The vectors used for deflation come from an elliptic singular value decomposition relying on the generalized Golub-Kahan bidiagonalization process. The block targeted by deflation is the off-diagonal one since it features a problematic singular value distribution for certain applications. One example is the Stokes flow in elongated channels, where the off-diagonal block has several small, isolated singular values, depending on the length of the channel. Applying deflation to specific parts of the saddle point system is important when using solvers such as CRAIG, which operates on individual blocks rather than the whole system. The theory is developed by extending the existing framework for deflating square matrices before applying a Krylov subspace method like MINRES. Numerical experiments confirm the merits of our strategy and lead to interesting questions about using approximate vectors for deflation.Comment: 26 pages, 12 figure

Kronecker Product Approximation Preconditioners for Convection-diffusion Model Problems

We consider the iterative solution of the linear systems arising from four convection-diffusion model problems: the scalar convection-diffusion problem, Stokes problem, Oseen problem, and Navier-Stokes problem. We give the explicit Kronecker product structure of the coefficient matrices, especially the Kronecker product structure for the convection term. For the latter three model cases, the coefficient matrices have a $2 \times 2$ blocks, and each block is a Kronecker product or a summation of several Kronecker products. We use the Kronecker products and block structures to design the diagonal block preconditioner, the tridiagonal block preconditioner and the constraint preconditioner. We can find that the constraint preconditioner can be regarded as the modification of the tridiagonal block preconditioner and the diagonal block preconditioner based on the cell Reynolds number. That's the reason why the constraint preconditioner is usually better. We also give numerical examples to show the efficiency of this kind of Kronecker product approximation preconditioners

Spectral estimates and preconditioning for saddle point systems arising from optimization problems

In this thesis, we consider the problem of solving large and sparse linear systems of saddle point type stemming from optimization problems. The focus of the thesis is on iterative methods, and new preconditioning srategies are proposed, along with novel spectral estimtates for the matrices involved