1.
Introduction
In this paper, we consider the structured backward errors analysis for the structured linear system arising from the incompressible Navier-Stokes equations with the following form [9]:
where A1∈Rn1×n1,A2∈Rn2×n2 are nonsymmetric positive definite matrices, B1∈Rm×n1,B2∈Rm×n2 has full row ranks, and C∈SRm×m is a symmetric positive semi-definite matrix; Rm×n and SRm×m are the sets of m×n real matrices and m×m real symmetric matrices, respectively. These constraints guarantee the existence and uniqueness of the solution of the structured linear system (1.1).
Recently, there is a great variety of fast preconditioned Krylov subspace methods for solving the structured linear system (1.1) based on the specific block structure of coefficient matrix A, such as dimensional splitting (DS) [1], relaxed dimensional factorization (RDF)[2], relaxed splitting (RS) [22], modified dimensional split (MDS) [5], generalized relaxed splitting (GRS) [4], modified relaxed splitting (MRS) [10], relaxed block upper-lower triangular (RBULT) [16], relaxed upper and lower triangular splitting (RULT) [7], inexact modified relaxed splitting (IMRS) [15] preconditioned GMRES methods, and so on. In order to verify the validity and the strong stability of these numerical algorithms, one can performed the structured backward error analysis for the structured linear system (1.1). Given an approximate solution to a certain structured problem, structured backward error analysis involves finding a structure-preserving perturbation in the data of minimal size such that the approximate solution is an exact solution of the structure-preserving perturbed problem. The size of the smallest structure-preserving perturbation is called the structured backward error. In matrix computations, structured backward error analysis is useful not only to examine the structured stability (or strong stability [3]) of numerical algorithm, but also to design effective stopping criteria for the iterative solution of large sparse structured systems.
There has been substantial interest in structured backward error analysis in recent years. To our best knowledge, some scholars [6,17,18,20,23,24] have performed the structured backward error analysis for some standard or generalized saddle point systems. Although the block structured linear system (1.1) can be viewed as a generalized 2×2 block saddle point problem, the aforementioned structured backward error analysis does not exactly show the case of the system (1.1) due to its special block structure. Naturally, a new and detailed analysis for the structured backward error of the linear system (1.1) with such special structure need to be performed. This paper will focus on this topic.
This paper is organized as follows. In Section 2, we first define the structured backward error of the structured linear system (1.1), and then derive its exact and computable formula. Based on the formula of structured backward error, in Section 3, we perform some numerical experiments to compare the validity of some existing numerical algorithms. Finally, in Section 4, we present some conclusions.
2.
Structured backward error analysis
Similar to the structured backward error analysis for standard or generalized saddle point problems (see [6,17,18,20,23,24]), we define the structured backward error for the linear system (1.1).
Let ˜u=(˜uT1,˜uT2,˜pT)T be the computed solution of the system (1.1), its parameterized structured backward error η(θ1,θ2,θ3,θ4,λ1,λ2,λ3)(˜u1,˜u2,˜p) can be defined as
where the set F is defined by
and θ1,θ2,θ3,θ4,λ1,λ2,λ3 are positive parameters that can be adjusted to emphasize the requisite perturbations more than others. A special set of selections is
which yields the relative structured backward error
where ‖⋅‖F and ‖⋅‖2 denote the Frobenius norm and Euclidean norm, respectively.
It can be seen from the above definition that a small ηS(˜u) means the computed solution ˜u=(˜uT1,˜uT2,˜pT)T is the exact solution of a slightly perturbed structure-preserving linear system. We call ˜u=(˜uT1,˜uT2,˜pT)T a structured backward stable solution to (1.1) and the corresponding numerical algorithm is structured backward stable if ηS(˜u) is a small multiple of the machine precision. Consequently, finding the exact and computable formula of the structured backward errors η(θ1,θ2,θ3,θ4,λ1,λ2,λ3)(˜u1,˜u2,˜p) will be useful for testing the strong stability of a practical algorithm.
In the following, we give the explicit expression of parameterized structured backward error η(θ1,θ2,θ3,θ4,λ1,λ2,λ3)(˜u1,˜u2,˜p).
Theorem 2.1. Let ˜u=(˜uT1,˜uT2,˜pT)T with ˜p≠0 be a computed solution to the structured linear system (1.1). Then
where
and
Proof. It is seen from (2.2) that (ΔA1,ΔA2,ΔB1,ΔB2,ΔC,Δf1,Δf2,Δg)∈F if and only if ΔA1, ΔA2, ΔB1, ΔB2, ΔC, Δf1, Δf2, Δg satisfy
i.e.,
and
where
From the above equations and (2.8), and using the well-known conclusions of Lemmas 2.1 and 2.2 in [20] or in [21], we have
and
where Z1∈Rn1×(n1+1),Z2∈Rn2×(n2+1),T∈Rm×m. Due to the fact that
and ˜p†(Im−˜p˜p†)=0, we have
and
It follows from the definition (2.1) of η(θ1,θ2,θ3,θ4,λ1,λ2,λ3)(˜u1,˜u2,˜p) and (2.10)–(2.12) that
where
Using the Kronecker product [11,12], we have
and
Then
in which K and d are defined as those in (2.6), and here K† stands for the Moore-Penrose inverse [11] of K. □
Reconsidering the structured backward error η(θ1,θ2,θ3,θ4,λ1,λ2,λ3)(˜u1,˜u2,˜p), by broadening the structure-preserving constraint in (2.2) to unstructured constraint, we can get the relative unstructured backward error ηA,b(˜u) which defined by [13,19]
In addition, if only the right-side is perturbed, yields
which often used as the stopping criterion for the iterative methods.
We note that a small ηA,b(˜u) means the computed solution ˜u=(˜uT1,˜uT2,˜pT)T is the exact solution of a slightly perturbed linear system. We call ˜u=(˜uT1,˜uT2,˜pT)T a backward stable solution to (1.1) and the corresponding numerical algorithm is backward stable if ηA,b(˜u) is a small multiple of the machine precision. It is worth noting that a backward stable solution may be not the exact solution of a slightly perturbed structure-preserving linear system (1.1). In other words, the relative structured backward error ηS(˜u) may be much large than the relative unstructured backward error ηA,b(˜u). Next, we given an example to illustrate it.
Example 2.1. Consider the structured linear system (1.1) with
and
where M=D1PD2,D1=diag(1,5,10,50,100,104),D2=diag(1,5,100,1,5,10) and P is the Pascal matrix of order 6. Using Gaussian elimination with partial pivoting, we obtain a computed solution ˜u=(˜uT1,˜uT2,˜pT)T with
Then, in view of (2.4), we have the relative structured backward error
and the relative unstructured backward error
It is seen from the above results that Gaussian elimination with partial pivoting for solving this problem is backward stable but not structured backward stable, and the relative structured backward error ηS(˜u) can indeed be much larger than the unstructured backward error ηA,b(˜u). This implies that the structured backward error provides a more reliable measure for assessing accuracy of a computed solution of the structured linear system (1.1).
3.
Numerical examples
In this section, we will present some test examples to examine the stability and effectiveness of some existing preconditioners for the generalized saddle point problem (1.1) by the structured backward error analysis. These problems arises from the discretization of the 2D linearized steady-state Navier-Stokes equation, i.e., the steady Oseen equation of the form:
where Ω is a bounded domain, v>0 is the viscosity, and ω is the viscosity field. The vector field u stands for the velocity, and p represents the pressure. We use the IFISS software package developed by Elman et al. [8] to generate discretizations of the "regularized" two-dimensional lid-driven cavity problem for the Oseen equation (3.1). The mixed finite element used here is the bilinear pressure Q1-P0 pair with local stabilization. In addition, we use the uniform grids of increasing size and the known viscosity scalar and others are follows the default setting.
We apply the GMRES method in conjunction with the preconditioners RBULT [16], MRS [10], GRS [4] and MDS [5] to solve the generalized saddle point problem (1.1). All runs are started from the initial zero vector and terminated if the current iterations satisfy RES=‖b−A˜u‖2/‖b‖2<10−14. In actual computations, the subsystems of linear equations arising in the applications of the preconditioners are solved by the Cholesky or the LU factorization in combination with AMD or column AMD reordering. We choose the parameters in the preconditioned GMRES methods by using the algebraic estimation technique [14]. The symbols "IT" and "CPU" stand for the iteration counts and total CPU time respectively. All experiments were run on a PC with 3.30 GHz central processing unit (Intel(R) Core(TM) i7-11370H), 16 GB memory and Windows 10 operating system using MATLAB 2014a with machine precision 2.2204×10−16.
For different grids and viscosities, the iteration counts and elapsed CPU times of GMRES with four preconditioners, the residual, the unstructured backward errors ηA,b(˜u) and the structured backward errors ηS(˜u) with respect to the final iteration solutions ˜u=(˜uT1,˜uT2,˜pT)T are listed in Tables 1–4. It is seen from Tables 1–4 that the structured backward errors are about one order of magnitude larger than the unstructured one for each test problem and they are both of the order of unit round-off, which indicates that the preconditioned GMRES methods are backward stable and strongly stable for solving these test problems. In addition, we see from the iteration numbers, the elapsed CPU times and the structured backward errors that the MRS preconditioned GMRES method is more accuracy (strongly stable) and effective than those of the other preconditioned GMRES methods.
4.
Concluding remarks
In this paper, we discussed the structured backward error analysis for the generalized saddle point problems arising from the incompressible Navier-Stokes equations and obtained the explicit expressions of the structured backward error. The structured backward error may be much large than the relative unstructured backward error which make it more suitable for assessing the validity and practicability of the numerical algorithms for solving the structured linear system (1.1). In addition, we also presented some test examples to examine the accuracy (strongly stability) and effectiveness of some existing preconditioned GMRES methods by the structured backward error.
Use of AI tools declaration
The authors declare they have not used Artificial Intelligence (AI) tools in the creation of this article.
Acknowledgments
The authors would like to express their gratitude to the anonymous referees for their detailed and helpful suggestions that substantially improved the manuscript. This work was partially supported by Research ability cultivation fund of HUAS(Hubei University of Arts and Science) (Nos. 2021kpgpzk04, 2020kypytd006) and Excellent young and middle-aged science and Technology Innovation team project of the Education Department of Hubei Province (T2022029).
Conflict of interest
The authors disclosed no conflicts of interest in publishing this paper.