A TRIDIAGONALIZATION METHOD FOR SYMMETRIC SADDLE-POINT SYSTEMS

被引：3

作者：

Buttari, Alfredo ^{[1
]}

Orban, Dominique ^{[2
,3
]}

Ruiz, Daniel ^{[4
]}

Titley-Peloquin, David ^{[5
]}

机构：

[1] Univ Toulouse, CNRS, IRIT, F-31000 Toulouse, France

[2] Ecole Polytech, Gerad, Montreal, PQ H3C 3A7, Canada

[3] Ecole Polytech, Dept Math & Ind Engn, Montreal, PQ H3C 3A7, Canada

[4] Univ Toulouse, INPT, IRIT, F-31071 Toulouse, France

[5] McGill Univ, Dept Bioresource Engn, Ste Anne De Bellevue, PQ H9X 3V9, Canada

来源：

SIAM JOURNAL ON SCIENTIFIC COMPUTING | 2019年 / 41卷 / 05期

基金：

加拿大自然科学与工程研究理事会;

关键词：

symmetric saddle-point systems; iterative methods; orthogonal tridiagonalization; LINEAR-EQUATIONS; ALGORITHM; LSQR;

D O I：

10.1137/18M1194900

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We propose an iterative method for the solution of symmetric saddle-point systems that exploits the orthogonal tridiagonalization method of Saunders, Simon, and Yip (1988). By contrast with methods based on the Golub and Kahan (1965) bidiagonalization process, our method takes advantage of two initial vectors and splits the system into the sum of a least-squares and a least-norm problem. Our method typically requires fewer operator-vector products than MINRES, yet performs a comparable amount of work per iteration and has comparable storage requirements.

引用

页码：S409 / S432

页数：24

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