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Maximum Attainable Accuracy of Inexact Saddle Point Solvers

SYSNO ASEP	0040869
Document Type	J - Journal Article
R&D Document Type	Journal Article
Subsidiary J	Článek ve WOS
Title	Maximum Attainable Accuracy of Inexact Saddle Point Solvers
Title	Maximálně dosažitelná přesnost neexaktních metod pro sedlobodové soustavy
Author(s)	Jiránek, P. (CZ) Rozložník, Miroslav (UIVT-O)_{SAI, RID, ORCID}
Source Title	SIAM Journal on Matrix Analysis and Applications. - : SIAM Society for Industrial and Applied Mathematics - ISSN 0895-4798 Roč. 29, č. 4 (2008), s. 1297-1321
Number of pages	25 s.
Language	eng - English
Country	US - United States
Keywords	saddle point problems ; Schur complement reduction ; null-space projection method ; rounding error analysis
Subject RIV	BA - General Mathematics
R&D Projects	1M0554 GA MŠMT - Ministry of Education, Youth and Sports (MEYS)
	1ET400300415 GA AV ČR - Academy of Sciences of the Czech Republic (AV ČR)
CEZ	AV0Z10300504 - UIVT-O (2005-2011)
UT WOS	000253016700015
EID SCOPUS	54849419958
DOI	10.1137/060659727
Annotation	In this paper we study numerical behavior of several iterative Krylov subspace solvers applied to the solution of large-scale saddle point problems. Two main representatives of segregated solution approach are analyzed: the Schur complement reduction method based on the elimination of primary unknowns and the null-space projection method, which relies on a basis for the subspace described by the constraints. We show that the choice of the back-substitution formula may considerably influence the maximum attainable accuracy of approximate solutions computed in finite precision arithmetic.
Workplace	Institute of Computer Science
Contact	Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800
Year of Publishing	2008

Number of the records: 1