Paper detail

Spectral Analysis of Saddle-point Matrices from Optimization problems with Elliptic PDE Constraints

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 a 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.