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This paper considers the inexact Barzilai–Borwein (BB) algorithm applied to saddle point problems. To this aim, we study the convergence properties of the inexact BB algorithm for symmetric positive definite linear systems. Suppose that gk and &gtilde;k are the exact residual and its approximation of the linear system at the kth iteration, respectively. We prove the R-linear convergence of the algorithm if ∥&gtilde;k – gk∥⩽η∥&gtilde;k∥ for some small η>0 and all k. To adapt the algorithm for solving saddle point problems, we also extend the R-linear convergence result to the case when the right-hand term ∥&gtilde;k∥ is replaced by ∥&gtilde;k–1∥. Although our theoretical analyses cannot provide a good estimate to the parameter η, in practice, we find that η can be as large as the one in the inexact Uzawa algorithm. Further numerical experiments show that the inexact BB algorithm performs well for the tested saddle point problems. Copyright © 2007 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

The DEFLATED-GMRES(m, k) method is one of the major iterative solvers for the large sparse linear systems of equations, x = b. This algorithm assembles a preconditioner adaptively for the GMRES(m) method based on eigencomponents gathered from the Arnoldi process during iterations. It is usually known that if a restarted GMRES(m) method is used to solve linear systems of equations, the information of the smallest eigencomponents is lost at each restart and the super-linear convergence may also be lost. In this paper, we propose an adaptive procedure that combines the DEFLATED-GMRES(m, k) algorithm and the determination of a restart frequency automatically. It is shown that a new algorithm combining elements of both will reduce the negative effects of the restarted procedure. The numerical experiments are presented on three test problems by using the MIMD parallel machine AP3000. From these numerical results, we show that the proposed algorithm leads to faster convergence than the conventional DEFLATED-GMRES(m, k) method. Copyright © 2000 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]