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Exact Schwarz local corrections are energy-orthogonal projections

Statement

For the data of Finite-dimensional Schwarz subspace-correction data, every Πi=RiAi−1RiTA is an A-orthogonal projection, meaning an idempotent A-self-adjoint operator, with range Vi. Consequently, for every x∈V, ∥x∥A2=∥Πix∥A2+∥(I−Πi)x∥A2,a(Πix,x)=∥Πix∥A2.

Facts & Assumptions

Given: A real SPD matrix A, the full-column-rank prolongations, and the index set of Finite-dimensional Schwarz subspace-correction data.

[F1]

The Schwarz definition gives Ai=RiTARi and Πi=RiAi−1RiTA (Finite-dimensional Schwarz subspace-correction data).

[F2]

Every local matrix Ai is SPD and invertible (Schwarz local matrices and exact solves are well defined).

[F3]

If the coarse index 0 is present, then C=I−PA0−1PTA is the A-orthogonal projector onto Ran⁡(P)⊥A (The Galerkin coarse correction is an energy-orthogonal projector).

[F4]

Transposition reverses products, and a two-sided inverse of a symmetric invertible matrix is symmetric (Transpose is linear and involutive, and (AB)T=BTAT).

Proof

1.1F1F2F4algebra

Fix i∈I with i≠0. Multiplication using [F1] gives Πi2=RiAi−1(RiTARi)Ai−1RiTA=Πi. By [F2], Ai−1 is symmetric; [F4] therefore gives ΠiTA=AΠi. Its range is contained in Ran⁡(Ri), and ΠiRi=Ri, so its range is exactly Vi.

1.2F1F3algebra

If 0∈I, write Π0=I−C with C from [F3]. Since C2=C and C is A-self-adjoint, I−C is also idempotent and A-self-adjoint. Moreover, Ran⁡(I−C)=ker⁡C=Ran⁡(P) because C projects onto Ran⁡(P)⊥A. Thus Π0 is the A-orthogonal projection onto V0. If 0∉I, there is no coarse projection to check.

2.1step 1.1step 1.2algebra∎

For every present index i, idempotence and A-self-adjointness give a(Πix,(I−Πi)x)=a(x,Πi(I−Πi)x)=0. Expanding the squared norm of x=Πix+(I−Πi)x proves the Pythagorean identity. Also a(Πix,x)=a(Πix,Πix) by the same orthogonality.

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