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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 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.
Publication status:
Published

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Publisher copy:
10.1137/S1064827599355153

Authors


Murphy, MF More by this author
More by this author
Institution:
University of Oxford
Department:
Oxford, MPLS, Mathematical Inst
Journal:
SIAM JOURNAL ON SCIENTIFIC COMPUTING
Volume:
21
Issue:
6
Pages:
1969-1972
Publication date:
2000-06-05
DOI:
EISSN:
1095-7197
ISSN:
1064-8275
URN:
uuid:a713cc3f-589f-4625-8ea6-732911686003
Source identifiers:
188353
Local pid:
pubs:188353
Language:
English
Keywords:

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