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The RSS-like iteration method for block two-by-two linear systems from time-periodic parabolic optimal control problems

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  • Zeng, Min-Li

Abstract

In this paper, we present a respectively scaled splitting-like (RSS-like) iteration method for block two-by-two linear systems from time-periodic parabolic optimal control problems. The detailed spectral properties of the RSS-like preconditioned matrix are analyzed and the unconditionally convergent properties of the RSS-like iteration method are described. Furthermore, we propose the optimal parameters of the RSS-like preconditioner. Numerical experiments are used to compare with some classical and recent efficient methods to show the efficiency of the new methods.

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  • Zeng, Min-Li, 2021. "The RSS-like iteration method for block two-by-two linear systems from time-periodic parabolic optimal control problems," Applied Mathematics and Computation, Elsevier, vol. 410(C).
    • Handle: RePEc:eee:apmaco:v:410:y:2021:i:c:s009630032100566x
    DOI: 10.1016/j.amc.2021.126477
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    References listed on IDEAS

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    1. Harry Harman & Wayne Jones, 1966. "Factor analysis by minimizing residuals (minres)," Psychometrika, Springer;The Psychometric Society, vol. 31(3), pages 351-368, September.
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