Preconditioned Krylov Subspace Methods for Eigenvalue Problems

Solving large systems arising from fractional models by preconditioned methods

This study develops and analyzes preconditioned Krylov subspace methods to solve linear systems arising from discretization of the time-independent space-fractional models. First, we apply shifted Grunwald formulas to obtain a stable finite difference approximation to fractional advection-diffusion equations. Then, we employee two preconditioned iterative methods, namely, the preconditioned gen...

Deflation by Restriction for the Inverse-free Preconditioned Krylov Subspace Method

A deflation by restriction scheme is developed for the inverse-free preconditioned Krylov subspace method for computing a few extreme eigenvalues of the definite symmetric generalized eigenvalue problem Ax = λBx. The convergence theory for the inverse-free preconditioned Krylov subspace method is generalized to include this deflation scheme and numerical examples are presented to demonstrate th...

A block inverse-free preconditioned Krylov subspace method for symmetric generalized eigenvalue problems

Preconditioned Solution of State Gradient Constrained Elliptic Optimal Control Problems

Elliptic optimal control problems with pointwise state gradient constraints are considered. A quadratic penalty approach is employed together with a semismooth Newton iteration. Three different preconditioners are proposed and the ensuing spectral properties of the preconditioned linear Newton saddle-point systems are analyzed in dependence on the penalty parameter. A new bound for the smallest...

A Black-Box Multigrid Preconditioner for the Biharmonic Equation

We examine the convergence characteristics of a preconditioned Krylov subspace solver applied to the linear systems arising from low-order mixed finite element approximation of the biharmonic problem. The key feature of our approach is that the preconditioning can be realized using any “black-box” multigrid solver designed for the discrete Dirichlet Laplacian operator. This leads to preconditio...