An algebraic analysis of a block diagonal preconditioner for saddle point systems

被引：23
|
作者：
Golub, GH
Greif, C
Varah, JM
机构：
[1] Stanford Univ, SCCM Program, Stanford, CA 94305 USA
[2] Univ British Columbia, Dept Comp Sci, Vancouver, BC V6T 1Z4, Canada
来源：
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 2005年 / 27卷 / 03期
关键词：
saddle point linear systems; augmented Lagrangian; block preconditioning; positive semidefinite matrix; null space;
D O I：
10.1137/04060679X
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We consider a positive definite block preconditioner for solving saddle point linear systems. An approach based on augmenting the (1,1) block while keeping its condition number small is described, and algebraic analysis is performed. Ways of selecting the parameters involved are discussed, and analytical and numerical observations are given.
引用
收藏
页码：779 / 792
页数：14
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