An Optimal Iterative Solver for Symmetric Indefinite Systems Stemming from Mixed Approximation

EST MINRES: An Optimal Iterative Solver for Symmetric Indefinite Systems stemming from Mixed Approximation

We discuss the design and implementation of a suite of functions for solving symmetric indefinite linear systems associated with mixed approximation of systems of PDEs. The novel feature of our iterative solver is the incorporation of error control in the natural “energy” norm in combination with an a posteriori estimator for the PDE approximation error. This leads to a robust and optimally eff...

A Dense Complex Symmetric Indefinite Solver for the Fujitsu AP3000

Symmetric indefinite systems for interior point methods

We present a unified framework for solving linear and convex quadratic programs via interior point methods. At each iteration, this method solves an indefinite system whose matrix is [_~-2 A v] instead of reducing to obtain the usual AD2A v system. This methodology affords two advantages: (1) it avoids the fill created by explicitly forming the product AD2A v when A has dense columns; and (2) i...

Symmetric Indefinite Linear Solver using OpenMP Task on Multicore Architectures

Recently, the Open Multi-Processing (OpenMP) standard has incorporated task-based programming, where a function call with input and output data is treated as a task. At run time, OpenMP’s superscalar scheduler tracks the data dependencies among the tasks and executes the tasks as their dependencies are resolved. On a shared-memory architecture with multiple cores, the independent tasks are exec...

Block preconditioners for symmetric indefinite linear systems

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 precondition...