Skip to main content
Log in

A note on preconditioned GMRES for solving singular linear systems

  • Published:
BIT Numerical Mathematics Aims and scope Submit manuscript

Abstract

For solving a singular linear system Ax=b by GMRES, it is shown in the literature that if A is range-symmetric, then GMRES converges safely to a solution. In this paper we consider preconditioned GMRES for solving a singular linear system, we construct preconditioners by so-called proper splittings, which can ensure that the coefficient matrix of the preconditioned system is range-symmetric.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  1. Benzi, M., Golub, G.H., Liesen, J.: Numerical solution of saddle point problems. Acta Numer. 14, 1–137 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  2. Berman, A., Plemmons, R.: Cones and iterative methods for best least squares solutions of linear systems. SIAM J. Numer. Anal. 11, 145–154 (1974)

    Article  MATH  MathSciNet  Google Scholar 

  3. Berman, A., Neumann, M.: Proper splittings of rectangular matrices. SIAM J. Appl. Math. 31, 307–312 (1976)

    Article  MATH  MathSciNet  Google Scholar 

  4. Brown, P., Walker, H.: GMRES on (nearly) singular systems. SIAM J. Matrix Anal. Appl. 18, 37–51 (1997)

    Article  MATH  MathSciNet  Google Scholar 

  5. Calvetti, D., Lewis, B., Reichel, L.: GMRES-type methods for inconsistent systems. Linear Algebra Appl. 316, 157–169 (2000)

    Article  MATH  MathSciNet  Google Scholar 

  6. Cao, Z.: A note on constraint preconditioning for nonsymmetric indefinite matrices. SIAM J. Matrix Anal. Appl. 24, 121–125 (2002)

    Article  MATH  MathSciNet  Google Scholar 

  7. Campbell, S., Meyer, C.: Generalized Inverses of Linear Transformations. Pitman, London (1979)

    MATH  Google Scholar 

  8. Du, X., Szyld, D.B.: Inexact GMRES for singular linear systems. BIT Numer. Math. (2008). doi:10.1007/s10543-008-0171-2

    MathSciNet  Google Scholar 

  9. Eiermann, M., Marek, I., Niethammer, W.: On the solution of singular linear systems of algebraic equations by semi-iterative methods. Numer. Math. 53, 265–283 (1988)

    Article  MATH  MathSciNet  Google Scholar 

  10. Elman, H.: Preconditioning for the steady-state Navier-Stokes Equations with low viscosity. SIAM J. Sci. Comput. 20, 1299–1316 (1999)

    Article  MATH  MathSciNet  Google Scholar 

  11. Harlow, F.H., Welch, J.E.: Numerical calculation of time-dependent viscous incompressible flow of fluid with free surface. Phys. Fluids 8, 2182–2189 (1965)

    Article  MATH  Google Scholar 

  12. Ipsen, I.C.F., Meyer, C.D.: The idea behind Krylov methods. Am. Math. Mon. 105, 889–899 (1998)

    Article  MATH  MathSciNet  Google Scholar 

  13. Keller, C., Gould, I.M., Wathen, A.: Constraint preconditioning for indefinite linear systems. SIAM J. Matrix Anal. Appl. 21, 1300–1317 (2000)

    Article  MATH  MathSciNet  Google Scholar 

  14. Reichel, L., Ye, Q.: Breakdown-free GMRES for singular systems. SIAM J. Matrix Anal. Appl. 26, 1001–1021 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  15. Saad, Y., Schultz, M.H.: GMRES: A generalized minimal residual algorithm for solving nonsymmetric linear systems. SIAM J. Sci. Stat. Comput. 7, 858–869 (1986)

    MathSciNet  Google Scholar 

  16. Schwerdtfeger, H.: Introduction to Linear Algebra and the Theory of Matrices. Noordhoff, Groningen (1950)

    MATH  Google Scholar 

  17. Sidi, A.: DGMRES: a GMRES-type algorithm for Drazin-inverse solution of singular nonsymmetric linear systems. Liner Algebra Appl. 335, 189–204 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  18. Smoch, L.: Some results about GMRES in the singular case. Numer. Algorithms 22, 193–212 (1999)

    Article  MATH  MathSciNet  Google Scholar 

  19. Smoch, L.: Spectral behaviour of GMRES applied to singular systems. Adv. Comput. Math. 27, 151–166 (2007)

    Article  MATH  MathSciNet  Google Scholar 

  20. Zhang, N., Wei, Y.: On the convergence of general stationary iterative methods for Range-Hermitian singular linear systems. Numer. Linear Algebra Appl. (2009). doi:10.10021/nla.663

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Naimin Zhang.

Additional information

Communicated by Axel Ruhe.

This work is supported by Zhejiang Provincial Natural Science Foundation of China under Grant No. Y606009.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Zhang, N. A note on preconditioned GMRES for solving singular linear systems. Bit Numer Math 50, 207–220 (2010). https://doi.org/10.1007/s10543-009-0247-7

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10543-009-0247-7

Mathematics Subject Classification (2000)

Navigation