The Mathematical Institute, University of Oxford, Eprints Archive

A note on preconditioning for indefinite linear systems

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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