Constraint-style preconditioners for regularized saddle point problems

被引:67
作者
Dollar, H. S. [1 ]
机构
[1] Rutherford Appleton Lab, Computat Sci & Engn Dept, Chilton OX11 0QX, Oxon, England
关键词
preconditioning; indefinite linear systems; Krylov subspace methods;
D O I
10.1137/050626168
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The problem of finding good preconditioners for the numerical solution of an important class of indefinite linear systems is considered. These systems are of a regularized saddle point structure [(A)(B) (BT)(-C)] [(x) (y)] = [(c)(d)], where A is an element of R-n x n, C is an element of R-m x m are symmetric and B is an element of R-m x n. In [SIAM J. Matrix Anal. Appl., 21 ( 2000), pp. 1300 - 1317], Keller, Gould, and Wathen analyze the idea of using constraint preconditioners that have a specific 2 by 2 block structure for the case of C being zero. We shall extend this idea by allowing the (2, 2) block to be symmetric and positive semidefinite. Results concerning the spectrum and form of the eigenvectors are presented, as are numerical results to validate our conclusions.
引用
收藏
页码:672 / 684
页数:13
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