The Mathematical Institute, University of Oxford, Eprints Archive

Constraint preconditioning for indefinite linear systems

Keller, C. and Gould, Nicholas I. M. and Wathen, A. J. (1999) Constraint preconditioning for indefinite linear systems. Technical Report. Unspecified. (Submitted)



The problem of finding good preconditioners for the numerical solution of indefinite linear systems is considered. Special emphasis is put on preconditioners that have a 2 x 2 block structure and which incorporate the (1, 2) and (2, 1) blocks of the original matrix. Results concerning the spectrum and form of the eigenvectors of the preconditioned matrix and its minimum polynomial are given. The consequences of these results are considered for a variety of Krylov subspace methods. Numerical experiments validate these conclusions.

Item Type:Technical Report (Technical Report)
Subjects:H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:1296
Deposited By: Lotti Ekert
Deposited On:02 Jun 2011 07:57
Last Modified:29 May 2015 18:59

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