Preconditioners for regularized saddle point matrices

0361645 - ÚGN 2012 RIV DE eng J - Journal Article
Axelsson, Owe
Preconditioners for regularized saddle point matrices.
Journal of Numerical Mathematics. Roč. 19, č. 2 (2011), s. 91-112. ISSN 1570-2820. E-ISSN 1569-3953
Institutional research plan: CEZ:AV0Z30860518
Keywords : saddle point matrices * preconditioning * regularization * eigenvalue clustering
Subject RIV: BA - General Mathematics
Impact factor: 0.533, year: 2011
http://www.degruyter.com/view/j/jnma.2011.19.issue-2/jnum.2011.005/jnum.2011.005.xml

Saddle point problems with singular or indefinite pivot blockmatrix arise in various applications. In some problems it may be necessary to regularize the corresponding matrix is some way. By straightforward derivations it is shown that use of certain preconditioners on block diagonal and block triangular form can be very efficient, both for the original matrix and for its regularized forms. As the value of regularization parameter increases, the eigenvalues cluster at unity or at just two points on the real line.
Permanent Link: http://hdl.handle.net/11104/0198912