Preconditioning Methods for Linear Systems with Saddle Point Matrices

  • Authors:
  • Owe Axelsson;Maya Neytcheva

  • Affiliations:
  • -;-

  • Venue:
  • ICCS '02 Proceedings of the International Conference on Computational Science-Part III
  • Year:
  • 2002

Quantified Score

Hi-index 0.00

Visualization

Abstract

Preconditioning methods for matrices on saddle point form, as typically arising in constrained optimization problems, are surveyed. Special consideration is given to two methods: a nearly symmetric block incomplete factorization preconditioning method and an indefinite matrix preconditioner. Both methods result in eigenvalues with positive real parts and small or zero imaginary parts. The behaviour of the methods are illustrated on solving a regularized Stokes problem.