Krylov Subspace Methods for Saddle Point Problems with Indefinite Preconditioning

0404751 - UIVT-O 20020076 RIV US eng J - Journal Article
Rozložník, Miroslav - Simoncini, V.
Krylov Subspace Methods for Saddle Point Problems with Indefinite Preconditioning.
SIAM Journal on Matrix Analysis and Applications. Roč. 24, č. 2 (2002), s. 368-391. ISSN 0895-4798. E-ISSN 1095-7162
R&D Projects: GA ČR GA101/00/1035; GA ČR GA201/00/0080
Institutional research plan: AV0Z1030915
Keywords : saddle point problems * preconditioning * indefinite linear systems * finite precision arithmetic * conjugate gradients
Subject RIV: BA - General Mathematics
Impact factor: 0.753, year: 2002

In this paper we analyze the null-space projection (constraint) indefinite preconditioner applied to the solution of large-scale saddle point problems. Nonsymmetric Krylov subspace solvers are analyzed; moreover, it is shown that the behavior of short-term recurrence methods can be related to the behavior of preconditioned conjugate gradient method (PCG). Theoretical properties of PCG are studied in detail and simple procedures for correcting possible misconvergence are proposed. The numerical behavior ...
Permanent Link: http://hdl.handle.net/11104/0124987