Title
An Algebraic Analysis of a Block Diagonal Preconditioner for Saddle Point Systems
Abstract
We consider a positive definite block preconditioner for solving saddle point linear systems. An approach based on augmenting the (1,1) block while keeping its condition number small is described, and algebraic analysis is performed. Ways of selecting the parameters involved are discussed, and analytical and numerical observations are given.
Year
DOI
Venue
2005
10.1137/04060679X
SIAM J. Matrix Analysis Applications
Keywords
Field
DocType
algebraic analysis,positive definite block preconditioner,numerical observation,augmented lagrangian,positive semidefinite matrix,block preconditioning,saddle point linear systems,block diagonal preconditioner,saddle point,linear system,saddle point systems,null space,condition number,positive definite
Applied mathematics,Topology,Condition number,Algebraic number,Saddle point,Linear system,Preconditioner,Mathematical analysis,Positive-definite matrix,Algebraic analysis,Mathematics,Block matrix
Journal
Volume
Issue
ISSN
27
3
0895-4798
Citations 
PageRank 
References 
13
0.94
7
Authors
3
Name
Order
Citations
PageRank
Gene H. Golub12558856.07
CHEN GREIF232143.63
James M. Varah39124.37