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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

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Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Role:
Author
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
Source identifiers:
188353
Language:
English
Keywords:
Pubs id:
pubs:188353
UUID:
uuid:a713cc3f-589f-4625-8ea6-732911686003
Local pid:
pubs:188353
Deposit date:
2012-12-19

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