Practical Restrictively Preconditioned Conjugate Gradient Methods for a Class of Block Two-by-Two Linear Systems

doi:10.1007/s42967-023-00356-9

Communications on Applied Mathematics and Computation ›› 2025, Vol. 7 ›› Issue (5): 1639-1651.doi: 10.1007/s42967-023-00356-9

• ORIGINAL PAPERS • 上一篇

Practical Restrictively Preconditioned Conjugate Gradient Methods for a Class of Block Two-by-Two Linear Systems

Fang Chen, Shu-Ru He

School of Applied Science, Beijing Information Science and Technology University, Beijing, 100192, China

收稿日期:2023-09-01 修回日期:2023-11-26 接受日期:2023-11-27 出版日期:2024-02-05 发布日期:2024-02-05
通讯作者: Fang Chen,E-mail:chenfreesky@126.com E-mail:chenfreesky@126.com
基金资助:
Supported by the R&D Program of Beijing Municipal Education Commission, China (No. KM202011232019).

Practical Restrictively Preconditioned Conjugate Gradient Methods for a Class of Block Two-by-Two Linear Systems

Fang Chen, Shu-Ru He

School of Applied Science, Beijing Information Science and Technology University, Beijing, 100192, China

Received:2023-09-01 Revised:2023-11-26 Accepted:2023-11-27 Online:2024-02-05 Published:2024-02-05
Contact: Fang Chen,E-mail:chenfreesky@126.com E-mail:chenfreesky@126.com
Supported by:
Supported by the R&D Program of Beijing Municipal Education Commission, China (No. KM202011232019).

摘要/Abstract

摘要： We further analyze the solution of a class of block two-by-two linear systems. Instead of using the preconditioned GMRES iteration methods, we propose a new approximation of the Schur complement based on the special structure of this kind of block two-by-two matrix, and construct a practical restrictive preconditioner accordingly. Subsequently, we propose a practical restrictively preconditioned conjugate gradient (RPCG) method to solve this class of linear systems. The convergence property of the practical RPCG method is similar to the RPCG method. Last, numerical experiments show that this method is more efficient than some classical preconditioned Krylov subspace iteration methods.

关键词: Block two-by-two matrix, Conjugate gradient method, Restrictive preconditioner

Abstract: We further analyze the solution of a class of block two-by-two linear systems. Instead of using the preconditioned GMRES iteration methods, we propose a new approximation of the Schur complement based on the special structure of this kind of block two-by-two matrix, and construct a practical restrictive preconditioner accordingly. Subsequently, we propose a practical restrictively preconditioned conjugate gradient (RPCG) method to solve this class of linear systems. The convergence property of the practical RPCG method is similar to the RPCG method. Last, numerical experiments show that this method is more efficient than some classical preconditioned Krylov subspace iteration methods.

Key words: Block two-by-two matrix, Conjugate gradient method, Restrictive preconditioner

Fang Chen, Shu-Ru He. Practical Restrictively Preconditioned Conjugate Gradient Methods for a Class of Block Two-by-Two Linear Systems[J]. Communications on Applied Mathematics and Computation, 2025, 7(5): 1639-1651.

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Practical Restrictively Preconditioned Conjugate Gradient Methods for a Class of Block Two-by-Two Linear Systems

Practical Restrictively Preconditioned Conjugate Gradient Methods for a Class of Block Two-by-Two Linear Systems

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