Some Preconditioning Techniques for Saddle Point Problems

Saddle point problems arise frequently in many applications in science and engineering, including constrained optimization, mixed finite element formulations of partial differential equations, circuit analysis, and so forth. Indeed the formulation of most problems with constraints gives rise to saddle point systems. This paper provides a concise overview of iterative approaches for the solution of such systems which are of particular importance in the context of large scale computation. In particular we describe some of the most useful preconditioning techniques for Krylov subspace solvers applied to saddle point problems, including block and constrained preconditioners.\ud \ud The work of Michele Benzi was supported in part by the National Science Foundation grant DMS-0511336

Improving Inversions of the Overlap Operator

We present relaxation and preconditioning techniques which accelerate the inversion of the overlap operator by a factor of four on small lattices, with larger gains as the lattice size increases. These improvements can be used in both propagator calculations and dynamical simulations.Comment: lattice2004(machines

Improving the dynamical overlap algorithm

We present algorithmic improvements to the overlap Hybrid Monte Carlo algorithm, including preconditioning techniques and improvements to the correction step, used when one of the eigenvalues of the Kernel operator changes sign, which is now O(\Delta t^2) exact.Comment: 6 pages, 3 figures; poster contribution at Lattice 2005(Algorithms and machines

Preconditioning techniques for the coupled Stokes–Darcy problem: spectral and field-of-values analysis

We study the performance of some preconditioning techniques for a class of block three-by-three linear systems of equations arising from finite element discretizations of the coupled Stokes–Darcy flow problem. In particular, we investigate preconditioning techniques including block preconditioners, constraint preconditioners, and augmented Lagrangian-based ones. Spectral and field-of-value analyses are established for the exact versions of these preconditioners. The result of numerical experiments are reported to illustrate the performance of inexact variants of the various preconditioners used with flexible GMRES in the solution of a 3D test problem with large jumps in the permeability