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Using constraint preconditioners with regularized saddle-point problems

Abstract:

The problem of finding good preconditioners for the numerical solution of a certain important class of indefinite linear systems is considered. These systems are of a 2 by 2 block (KKT) structure in which the (2,2) block (denoted by -C) is assumed to be nonzero. In Constraint preconditioning for indefinite linear systems , SIAM J. Matrix Anal. Appl., 21 (2000), Keller, Gould and Wathen introduced the idea of using constraint preconditioners that have a specific 2 by 2 block structure for the ...

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Publication date:
2005-11-05
URN:
uuid:2e5abb24-fc46-4afa-a06f-ee5bf39db70c
Local pid:
oai:eprints.maths.ox.ac.uk:1130

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