On Nonsingular Saddle-Point Systems with a Maximally Rank Deficient Leading Block
نویسندگان
چکیده
We consider nonsingular saddle-point matrices whose leading block is maximally rank deficient, and show that the inverse in this case has unique mathematical properties. We then develop a class of indefinite block preconditioners that rely on approximating the null space of the leading block. The preconditioned matrix is a product of two indefinite matrices, but under certain conditions the conjugate gradient method can be applied and is rapidly convergent. Spectral properties of the preconditioners are observed and validated by numerical experiments.
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عنوان ژورنال:
- SIAM J. Matrix Analysis Applications
دوره 36 شماره
صفحات -
تاریخ انتشار 2015