The Mathematical Institute, University of Oxford, Eprints Archive

Incomplete factorization constraint preconditioners for saddle-point matrices

Dollar, H. Sue and Wathen, A. J. (2004) Incomplete factorization constraint preconditioners for saddle-point matrices. Technical Report. Unspecified. (Submitted)

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Abstract

We consider the application of the conjugate gradient method to the solution of large symmetric, indefinite linear systems. Special emphasis is put on the use of constraint preconditioners and a new factorization that can reduce the number of flops required by the preconditioning step. Results concerning the eigenvalues of the preconditioned matrix and its minimum polynomial are given. Numerical experiments validate these conclusions.

Item Type:Technical Report (Technical Report)
Subjects:H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:1189
Deposited By:Lotti Ekert
Deposited On:18 May 2011 08:13
Last Modified:18 May 2011 08:13

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