Preconditioners for saddle point linear systems with highly singular (1,1) blocks

被引：0

作者：

Greif, C ^{[1
]}

Schotzau, D

机构：

[1] Univ British Columbia, Dept Comp Sci, Vancouver, BC V6T 1Z4, Canada

[2] Univ British Columbia, Dept Math, Vancouver, BC V6T 1Z2, Canada

来源：

ELECTRONIC TRANSACTIONS ON NUMERICAL ANALYSIS | 2006年 / 22卷

关键词：

saddle point linear systems; high nullity; augmentation; block diagonal preconditioners; Krylov subspace iterative solvers;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We introduce a new preconditioning technique for the iterative solution of saddle point linear systems with ( 1,1) blocks that have a high nullity. The preconditioners are block diagonal and are based on augmentation, using symmetric positive definite weight matrices. If the nullity is equal to the number of constraints, the preconditioned matrices have precisely two distinct eigenvalues, giving rise to immediate convergence of preconditioned MINRES. Numerical examples illustrate our analytical findings.

引用

页码：114 / 121

页数：8

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