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A note on preconditioning for indefinite linear systems

Abstract:: Preconditioners are often conceived as approximate inverses. For nonsingular indefinite matrices of saddle-point (or KKT) form, we show how preconditioners incorporating an exact Schur complement lead to preconditioned matrices with exactly two or exactly three distinct eigenvalues. Thus approximations of the Schur complement lead to preconditioners which can be very effective even though they are in no sense approximate inverses.

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APA Style

Murphy, M., Golub, G., & Wathen, A. (1999). A note on preconditioning for indefinite linear systems. SIAM.

MLA Style

Murphy, M., et al. A Note on Preconditioning for Indefinite Linear Systems. SIAM, 1999.

Chicago Style

Murphy, M., G. Golub, and A. Wathen. 1999. A Note on Preconditioning for Indefinite Linear Systems. SIAM.
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Files:: NA-99-07.pdf

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Authors

+ Murphy, M More by this author

Role:: Author

+ Golub, G More by this author

Role:: Author

+ Wathen, A More by this author

Role:: Author

Publisher:: SIAM
Publication date:: 1999-06-01

UUID:: uuid:36c706dd-45d0-4882-9ff3-cae603b964be
Local pid:: oai:eprints.maths.ox.ac.uk:1291
Deposit date:: 2011-06-02
ARK identifier:: ark:/29072/ora_36c706dd45d048829ff3cae603b964be

Terms of use

Copyright date:: 1999

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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