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A modified implementation of MINRES to monitor residual subvector norms for block systems

Saddle-point systems, i.e., structured linear systems with symmetric matrices are considered. A modified implementation of (preconditioned) MINRES is derived which allows to monitor the norms of the subvectors individually. Compared to the implementation from the textbook of [Elman, Sylvester 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.

preprint2016arXivOpen access
Roland HerzogKirk M. Soodhalter
math.NA
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Roland HerzogKirk M. Soodhalter

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