ON BLOCK PRECONDITIONERS FOR PDE-CONSTRAINED OPTIMIZATION PROBLEMS

Recently, Bal proposed a block-counter-diagonal and a block-counter-triangular precon- ditioning matrices to precondition the GMRES method for solving the structured system of linear equations arising from the Galerkin finite-element discretizations of the distributed control problems in （Computing 91 （2011） 379-395）. He analyzed the spectral properties and derived explicit expressions of the eigenvalues and eigenvectors of the preconditioned matrices. By applying the special structures and properties of the eigenvector matrices of the preconditioned matrices, we derive upper bounds for the 2-norm condition numbers of the eigenvector matrices and give asymptotic convergence factors of the preconditioned GMRES methods with the block-counter-diagonal and the block-counter-triangular pre- conditioners. Experimental results show that the convergence analyses match well with the numerical results.     

The global Hessenberg and CMRH methods for linear systems with multiple right-hand sides

In this paper, we introduce two new methods for solving large sparse nonsymmetric linear systems with several right-hand sides. These methods are the global Hessenberg and global CMRH methods. Using the global Hessenberg process, these methods are less expensive than the global FOM and global GMRES methods [9]. Theoretical results about the new methods are given, and experimental results that show good performances of these new methods are presented.     

Preconditioned implicit solution of linear hyperbolic equations with adaptivity

This paper describes a method for solving hyperbolic partial differential equations using an adaptive grid: the spatial derivatives are discretised with a finite volume method on a grid which is structured and partitioned into blocks which may be refined and derefined as the solution evolves. The solution is advanced in time via a backward differentiation formula. The discretisation used is second-order accurate and stable on Cartesian grids. The resulting system of linear equations is solved by GMRES at every time-step with the convergence of the iteration being accelerated by a semi-Toeplitz preconditioner. The efficiency of this preconditioning technique is analysed and numerical experiments are presented which illustrate the behaviour of the method on a parallel computer.     

Application of Preconditioned GMRES Algorithm for Analysis of Millimeter Wave Ferrite Sphere Circulators

The generalized minimal residual (GMRES) iterative method is applied to solve such sparse large non-symmetric system of linear equations resulting from the use of edge-based finite element method. In order to speed up the convergence of GMRES, the symmetric successive overrelaxation (SSOR) preconditioning scheme is applied for the analysis of millimeter wave ferrite circulator. Consequently, this preconditioned GMRES (PGMRES) approach can reach convergence 19 times faster than GMRES. The isolation and insertion losses of millimeter wave waveguide circulator are compared with those obtained from literature.     

Higher order finite element methods and multigrid solvers in a benchmark problem for the 3D Navier–Stokes equations

This paper presents a numerical study of the 3D flow around a cylinder which was defined as a benchmark problem for the steady state Navier–Stokes equations within the DFG high‐priority research program flow simulation with high‐performance computers by Schafer and Turek (Vol. 52, Vieweg: Braunschweig, 1996). The first part of the study is a comparison of several finite element discretizations with respect to the accuracy of the computed benchmark parameters. It turns out that boundary fitted higher order finite element methods are in general most accurate. Our numerical study improves the hitherto existing reference values for the benchmark parameters considerably. The second part of the study deals with efficient and robust solvers for the discrete saddle point problems. All considered solvers are based on coupled multigrid methods. The flexible GMRES method with a multiple discretization multigrid method proves to be the best solver. Copyright © 2002 John Wiley & Sons, Ltd.     

Equivalent iterative methods for p-cyclic matrices

An overview is given of the simplifications which arise when p-cyclic systems are solved by iterative methods. Besides the classic iterative methods, we treat the Chebyshev semi-iterative method and the OR and MR variants of the class of Krylov subspace methods. Particular emphasis is given to equivalent iterations applied to the cyclically reduced system.     

Convergence conditions for a restarted GMRES method augmented with eigenspaces

We consider the GMRES(m,k) method for the solution of linear systems Ax=b, i.e. the restarted GMRES with restart m where to the standard Krylov subspace of dimension m the other subspace of dimension k is added, resulting in an augmented Krylov subspace. This additional subspace approximates usually an A‐invariant subspace. The eigenspaces associated with the eigenvalues closest to zero are commonly used, as those are thought to hinder convergence the most. The behaviour of residual bounds is described for various situations which can arise during the GMRES(m,k) process. The obtained estimates for the norm of the residual vector suggest sufficient conditions for convergence of GMRES(m,k) and illustrate that these augmentation techniques can remove stagnation of GMRES(m) in many cases. All estimates are independent of the choice of an initial approximation. Conclusions and remarks assessing numerically the quality of proposed bounds conclude the paper. Copyright © 2004 John Wiley & Sons, Ltd.     

NGLM:一类全局收敛的Newton-GMRES方法

本文提出了一类具有全局收敛性质的Newton-GMRES方法—NGLM方法．该方法是对经典Newton—GMRES方法的推广．NGLM方法的全局策略是当在非精确Newton方向上后退不能成功时，转而在一个子空间上运用信赖域方法确定迭代步长．理论分析与数值实验均表明，NGLM方法改善了Newton—GMRES方法的强健性．     

Development of a hybrid finite volume/element solver for incompressible flows

In this paper, we report our development of an implicit hybrid flow solver for the incompressible Navier–Stokes equations. The methodology is based on the pressure correction or projection method. A fractional step approach is used to obtain an intermediate velocity field by solving the original momentum equations with the matrix‐free implicit cell‐centred finite volume method. The Poisson equation derived from the fractional step approach is solved by the node‐based Galerkin finite element method for an auxiliary variable. The auxiliary variable is closely related to the real pressure and is used to update the velocity field and the pressure field. We store the velocity components at cell centres and the auxiliary variable at cell vertices, making the current solver a staggered‐mesh scheme. Numerical examples demonstrate the performance of the resulting hybrid scheme, such as the correct temporal convergence rates for both velocity and pressure, absence of unphysical pressure boundary layer, good convergence in steady‐state simulations and capability in predicting accurate drag, lift and Strouhal number in the flow around a circular cylinder. Copyright © 2007 John Wiley & Sons, Ltd.     

Evaluation of the performance of inexact GMRES

The inexact GMRES algorithm is a variant of the GMRES algorithm where matrix-vector products are performed inexactly, either out of necessity or deliberately, as part of a trading of accuracy for speed. Recent studies have shown that relaxing matrix-vector products in this way can be justified theoretically and experimentally. Research, so far, has focused on decreasing the workload per iteration without significantly affecting the accuracy. But relaxing the accuracy per iteration is liable to increase the number of iterations, thereby increasing the overall runtime, which could potentially end up being greater than that of the exact GMRES if there were not enough savings in the matrix-vector products. In this paper, we assess the benefit of the inexact approach in terms of actual CPU time derived from realistic problems, and we provide cases that provide instructive insights into results affected by the build-up of the inexactness. Such information is of vital importance to practitioners who need to decide whether switching their workflow to the inexact approach is worth the effort and the risk that might come with it. Our assessment is drawn from extensive numerical experiments that gauge the effectiveness of the inexact scheme and its suitability for use in addressing certain problems, depending on how much inexactness is allowed in the matrix-vector products.