Limiting accuracy of segregated solution methods for nonsymmetric saddle point problems

  • Authors:
  • Pavel Jiránek;Miroslav Rozloník

  • Affiliations:
  • Department of Modelling of Processes, Technical University of Liberec, Hálkova 6, CZ-461 17 Liberec, Czech Republic;Department of Modelling of Processes, Technical University of Liberec, Hálkova 6, CZ-461 17 Liberec, Czech Republic and Institute of Computer Science, Academy of Sciences of the Czech Republi ...

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2008

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Abstract

Nonsymmetric saddle point problems arise in a wide variety of applications in computational science and engineering. The aim of this paper is to discuss the 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.