Approximate factorization constraint preconditioners for saddle-point matrices

被引：55
|
作者：
Dollar, HS [1 ]
Wathen, AJ [1 ]
机构：
[1] Univ Oxford, Comp Lab, Numer Anal Grp, Oxford OX1 3QD, England
来源：
SIAM JOURNAL ON SCIENTIFIC COMPUTING | 2006年 / 27卷 / 05期
关键词：
preconditioning; indefinite linear systems; Krylov subspace methods; conjugate gradient method;
D O I：
10.1137/04060768X
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We consider the application of the conjugate gradient method to the solution of large, symmetric indefinite linear systems. Special emphasis is put on the use of constraint preconditioners and a new factorization that can reduce the number of flops required by the preconditioning step. Results concerning the eigenvalues of the preconditioned matrix and its minimum polynomial are given. Numerical experiments validate these conclusions.
引用
收藏
页码：1555 / 1572
页数：18
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