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

Silvester, David J. and Simoncini, Valeria (2010) EST_MINRES: An Optimal Iterative Solver for Symmetric Indefinite Systems stemming from Mixed Approximation. [MIMS Preprint]

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Abstract

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 efficient stopping criterion: the iteration is terminated as soon as the algebraic error is insignificant compared to the approximation error. We describe a "proof of concept" MATLAB implementation of this algorithm and we illustrate its effectiveness when integrated into the Incompressible Flow Iterative Solution Software (IFISS) package (cf. ACM Transactions on Mathematical Software 33, Article 14, 2007).

Item Type: MIMS Preprint
Uncontrolled Keywords: Finite elements, incompressible flow, iterative solvers, stopping criteria
Subjects: MSC 2010, the AMS's Mathematics Subject Classification > 65 Numerical analysis
Depositing User: professor david silvester
Date Deposited: 14 May 2010
Last Modified: 08 Nov 2017 18:18
URI: http://eprints.maths.manchester.ac.uk/id/eprint/1450

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