Abstract. Large linear systems of saddle point type arise in a wide variety of applications throughout computational science and engineering. Due to their indefiniteness and often poor spectral properties, such linear systems represent a significant challenge for solver developers. In recent years there has been a surge of interest in saddle point problems, and numerous solution techniques have been proposed for solving this type of systems. The aim of this paper is to present and discuss a large selection of solution methods for linear systems in saddle point form, with an emphasis on iterative methods for large and sparse problems.
This article surveys preconditioning techniques for the iterative solution of large linear systems, with a focus on algebraic methods suitable for general sparse matrices. Covered topics include progress in incomplete factorization methods, sparse approximate inverses, reorderings, parallelization issues, and block and multilevel extensions. Some of the challenges ahead are also discussed. An extensive bibliography completes the paper. c 2002 Elsevier Science (USA)
We describe an effective solver for the discrete Oseen problem based on an augmented Lagrangian formulation of the corresponding saddle point system. The proposed method is a block triangular preconditioner used with a Krylov subspace iteration like BiCGStab. The crucial ingredient is a novel multigrid approach for the (1,1) block, which extends a technique introduced by Schöberl for elasticity problems to nonsymmetric problems. Our analysis indicates that this approach results in fast convergence, independent of the mesh size and largely insensitive to the viscosity. We present experimental evidence for both isoP2-P0 and isoP2-P1 finite elements in support of our conclusions. We also show results of a comparison with two state-of-the-art preconditioners, showing the competitiveness of our approach.
Abstract. This paper is concerned with a new approach to preconditioning for large, sparse linear systems. A procedure for computing an incomplete factorization of the inverse of a nonsymmetric matrix is developed, and the resulting factorized sparse approximate inverse is used as an explicit preconditioner for conjugate gradient-type methods. Some theoretical properties of the preconditioner are discussed, and numerical experiments on test matrices from the Harwell-Boeing collection and from Tim Davis's collection are presented. Our results indicate that the new preconditioner is cheaper to construct than other approximate inverse preconditioners. Furthermore, the new technique insures convergence rates of the preconditioned iteration which are comparable with those obtained with standard implicit preconditioners.
a b s t r a c tA fundamental problem in the study of complex networks is to provide quantitative measures of correlation and information flow between different parts of a system. To this end, several notions of communicability have been introduced and applied to a wide variety of real-world networks in recent years. Several such communicability functions are reviewed in this paper. It is emphasized that communication and correlation in networks can take place through many more routes than the shortest paths, a fact that may not have been sufficiently appreciated in previously proposed correlation measures. In contrast to these, the communicability measures reviewed in this paper are defined by taking into account all possible routes between two nodes, assigning smaller weights to longer ones. This point of view naturally leads to the definition of communicability in terms of matrix functions, such as the exponential, resolvent, and hyperbolic functions, in which the matrix argument is either the adjacency matrix or the graph Laplacian associated with the network.Considerable insight on communicability can be gained by modeling a network as a system of oscillators and deriving physical interpretations, both classical and quantummechanical, of various communicability functions. Applications of communicability measures to the analysis of complex systems are illustrated on a variety of biological, physical and social networks. The last part of the paper is devoted to a review of the notion of locality in complex networks and to computational aspects that by exploiting sparsity can greatly reduce the computational efforts for the calculation of communicability functions for large networks.
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