A Spectral Preconditioner for Control Problems Associated with Linear Evolution Equations
We introduce a spectral preconditioner for control problems associated with first-order temporary evolution equations involving an elliptic, selfadjoint operator. Condition number estimates are derived, and we describe in detail how to efficiently implement a conjugate gradient algorithm using the preconditioner. Numerical results of a control problem involving the heat equation in two space dimensions show that a very limited spectral information is sufficient to greatly reduce the number of iterations in the conjugate gradient algorithm.
Citable link to this pagehttps://hdl.handle.net/1911/101851
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- CAAM Technical Reports