Projected Krylov methods for solving non-symmetric two-by-two block linear systems arising from fictitious domain formulations

Abstract

The paper deals with the solution of large non-symmetric two-by-two block linear systems with a singular leading submatrix. Our algorithm consists of two levels. The outer level combines the Schur complement reduction with the orthogonal projectors that leads to the linear equation on subspaces. To solve this equation, we use a Krylov-type method representing the inner level of the algorithm. We propose a general technique how to get from the standard Krylov methods their projected variants generating iterations on subspaces. Then we derive the projected GMRES. The efficiency of our approach is illustrated by examples arising from the combination of the fictitious domain and FETI method.