On the eigenvalues of a class of saddle point matrices
نویسندگان
چکیده
We study spectral properties of a class of block 2× 2 matrices that arise in the solution of saddle point problems. These matrices are obtained by a sign change in the second block equation of the symmetric saddle point linear system. We give conditions for having a (positive) real spectrum and for ensuring diagonalizability of the matrix. In particular, we show that these properties hold for the discrete Stokes operator, and we discuss the implications of our characterization for augmented Lagrangian formulations, for Krylov subspace solvers and for certain types of preconditioners. Mathematics Subject Classifications: Primary 65F10 · 65N22 · 65F50 · Secondary 76D07
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عنوان ژورنال:
- Numerische Mathematik
دوره 103 شماره
صفحات -
تاریخ انتشار 2006