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Limiting Accuracy of Segregated Solution Methods for Nonsymmetric Saddle Point Problems
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SYSNO ASEP 0042846 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Článek ve WOS Title Limiting Accuracy of Segregated Solution Methods for Nonsymmetric Saddle Point Problems Title Limitní přesnost segregovaných iteračních metod pro nesymetrické sedlobodové soustavy Author(s) Jiránek, P. (CZ)
Rozložník, Miroslav (UIVT-O) SAI, RID, ORCIDSource Title Journal of Computational and Applied Mathematics. - : Elsevier - ISSN 0377-0427
Roc. 215, c. 1 (2008), s. 28-37Number of pages 10 s. Language eng - English Country NL - Netherlands Keywords saddle point problems ; Schur complement reduction method ; 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 000254808700003 EID SCOPUS 39849085834 DOI 10.1016/j.cam.2007.03.021 Annotation Nonsymmetric saddle point problems arise in a wide variety of applications in computational science and engineering. The aim of this paper is to discuss numerical behavior of several nonsymmetric iterative methods applied for solving the saddle point systems via the Schur complement reduction or the null-space projection approach. Krylov subspace methods often produce the iterates which fluctuate rather strongly. Here we address the question whether large intermediate approximate solutions reduce the final accuracy of these two-level (inner-outer) iteration algorithms. We extend our previous analysis obtained for symmetric saddle point problems and distinguish between three mathematically equivalent back-substitution schemes which lead to a different numerical behavior when applied in finite precision arithmetic. Theoretical results are then illustrated on a simple model example. Workplace Institute of Computer Science Contact Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800 Year of Publishing 2008
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