A modified implementation of MINRES to monitor residual subvector norms for block systems
Numerical Analysis
2016-09-08 v2
Abstract
Saddle-point systems, i.e., structured linear systems with symmetric matrices are considered. A modified implementation of (preconditioned) MINRES is derived which allows to monitor the norms of the subvectors individually. Compared to the implementation from the textbook of [Elman, Sylvester and Wathen, Oxford University Press, 2014], our method requires one extra vector of storage and no additional applications of the preconditioner. Numerical experiments are included.
Keywords
Cite
@article{arxiv.1603.04475,
title = {A modified implementation of MINRES to monitor residual subvector norms for block systems},
author = {Roland Herzog and Kirk M. Soodhalter},
journal= {arXiv preprint arXiv:1603.04475},
year = {2016}
}
Comments
15 pages, 6 figures, 1 algorithm