A Modified Implementation of MINRES to Monitor Residual Subvector Norms for Block Systems
نویسندگان
چکیده
Saddle-point systems, i.e., structured linear systems with symmetric matrices are considered. A modified implementation of (preconditioned) MINRES is derived which allows subvectors of the residual to be monitored individually. Compared to the implementation from the textbook of [Elman, Silvester 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.
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عنوان ژورنال:
- SIAM J. Scientific Computing
دوره 39 شماره
صفحات -
تاریخ انتشار 2017