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Block preconditioners for symmetric indefinite linear systems
Author(s) -
Toh KimChuan,
Phoon KokKwang,
Chan SweeHuat
Publication year - 2004
Publication title -
international journal for numerical methods in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.421
H-Index - 168
eISSN - 1097-0207
pISSN - 0029-5981
DOI - 10.1002/nme.982
Subject(s) - mathematics , diagonally dominant matrix , preconditioner , schur complement , krylov subspace , block matrix , block (permutation group theory) , linear system , discretization , coefficient matrix , finite element method , matrix (chemical analysis) , mathematical analysis , eigenvalues and eigenvectors , combinatorics , pure mathematics , composite material , quantum mechanics , invertible matrix , thermodynamics , physics , materials science
This paper presents a systematic theoretical and numerical evaluation of three common block preconditioners in a Krylov subspace method for solving symmetric indefinite linear systems. The focus is on large‐scale real world problems where block approximations are a practical necessity. The main illustration is the performance of the block diagonal, constrained, and lower triangular preconditioners over a range of block approximations for the symmetric indefinite system arising from large‐scale finite element discretization of Biot's consolidation equations. This system of equations is of fundamental importance to geomechanics. Numerical studies show that simple diagonal approximations to the (1,1) block K and inexpensive approximations to the Schur complement matrix S may not always produce the most spectacular time savings when K is explicitly available, but is able to deliver reasonably good results on a consistent basis. In addition, the block diagonal preconditioner with a negative (2,2) block appears to be reasonably competitive when compared to the more complicated ones. These observation are expected to remain valid for coefficient matrices whereby the (1,1) block is sparse, diagonally significant (a notion weaker than diagonal dominance), moderately well‐conditioned, and has a much larger block size than the (2,2) block. Copyright © 2004 John Wiley & Sons, Ltd.