The Mathematical Institute, University of Oxford, Eprints Archive

Extending Constraint Preconditioners for Saddle Point Problems

Dollar, H. Sue (2005) Extending Constraint Preconditioners for Saddle Point Problems. Technical Report. Unspecified. (Submitted)

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Abstract

The problem of finding good preconditioners for the numerical solution of a certain important class of indefinite linear systems is considered. These systems are of a block 2 by 2 saddle point structure. In "Constraint preconditioning for indefinite linear systems" SIAM J. Matrix Anal. Appl., 21 (2000), Keller, Gould and Wathen introduced the idea of using constraint preconditioners that have a specific 2 by 2 block structure for the case of the (2,2) matrix block being zero. We shall extend this idea by allowing the (2,2) block to be non-zero. Results concerning the spectrum and form of the eigenvectors are presented, as are numerical results to validate our conclusions.

Item Type:Technical Report (Technical Report)
Subjects:H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:1151
Deposited By:Lotti Ekert
Deposited On:13 May 2011 08:18
Last Modified:13 May 2011 08:18

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