Title
Spectral Analysis of Saddle Point Matrices with Indefinite Leading Blocks
Abstract
We provide eigenvalue intervals for symmetric saddle point and regularized saddle point matrices in the case where the (1,1) block may be indefinite. These generalize known results for the definite (1,1) case. We also study the spectral properties of the equivalent augmented formulation, which is an alternative to explicitly dealing with the indefinite (1,1) block. Such an analysis may be used to assess the convergence of suitable Krylov subspace methods. We conclude with spectral analyses of the effects of common block-diagonal preconditioners.
Year
DOI
Venue
2009
10.1137/080733413
SIAM J. Matrix Analysis Applications
Keywords
Field
DocType
preconditioning,saddle point
Convergence (routing),Krylov subspace,Linear algebra,Applied mathematics,Combinatorics,Saddle point,Matrix (mathematics),Mathematical analysis,Numerical analysis,Mathematics,Block matrix,Eigenvalues and eigenvectors
Journal
Volume
Issue
ISSN
31
3
0895-4798
Citations 
PageRank 
References 
15
0.78
9
Authors
2
Name
Order
Citations
PageRank
Nicholas I. M. Gould11445123.86
Valeria Simoncini238435.15