Sparse block factorization of saddle point matrices
نویسندگان
چکیده
منابع مشابه
Sparse block factorization of saddle point matrices
The factorization method presented in this paper takes advantage of the special structures and properties of saddle point matrices. A variant of Gaussian elimination equivalent to the Cholesky’s factorization is suggested and implemented for factorizing the saddle point matrices block-wise with small blocks of order 1 and 2. The Gaussian elimination applied to these small blocks on block level ...
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Mastronardi and Van Dooren [this journal, 34 (2013) pp. 173–196] recently introduced the block antitriangular (“Batman”) decomposition for symmetric indefinite matrices. Here we show the simplification of this factorisation for saddle point matrices and demonstrate how it represents the common nullspace method. We show that rank-1 updates to the saddle point matrix can be easily incorporated in...
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متن کاملOn the eigenvalues and eigenvectors of nonsymmetric saddle point matrices preconditioned by block triangular matrices
Block lower triangular and block upper triangular matrices are popular preconditioners for nonsymmetric saddle point matrices. In this note we show that a block lower triangular preconditioner gives the same spectrum as a block upper triangular preconditioner and that the eigenvectors of the two preconditioned systems are related. Nonsingular saddle point matrices of the form
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2016
ISSN: 0024-3795
DOI: 10.1016/j.laa.2015.07.042