Murphy, Malcolm F. and Golub, Gene H. and Wathen, A. J. (1999) A note on preconditioning for indefinite linear systems. Technical Report. SIAM. (Submitted)
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Abstract
Preconditioners are often conceived as approximate inverses. For nonsingular indefinite matrices of saddle-point (or KKT) form, we show how preconditioners incorporating an exact Schur complement lead to preconditioned matrices with exactly two or exactly three distinct eigenvalues. Thus approximations of the Schur complement lead to preconditioners which can be very effective even though they are in no sense approximate inverses.
| Item Type: | Technical Report (Technical Report) |
|---|---|
| Subjects: | H - N > Numerical analysis |
| Research Groups: | Numerical Analysis Group |
| ID Code: | 1291 |
| Deposited By: | Lotti Ekert |
| Deposited On: | 02 Jun 2011 08:57 |
| Last Modified: | 02 Jun 2011 08:57 |
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