Spectral Analysis of Saddle-point Matrices from Optimization problems with Elliptic PDE Constraints
share
The main focus of this paper is the characterization and exploitation of the asymptotic spectrum of the saddle--point matrix sequences arising from the discretization of optimization problems constrained by elliptic partial differential equations. We uncover the existence of an hidden structure in these matrix sequences, namely, we show that these are indeed an example of Generalized Locally Toeplitz (GLT) sequences. We show that this enables a sharper characterization of the spectral properties of such sequences than the one that is available by using only the fact that we deal with saddle--point matrices. Finally we exploit it to propose an optimal preconditioner strategy for the GMRES, and Flexible--GMRES methods.
READ FULL TEXT
