Ideal Preconditioners for Saddle Point Systems with a Rank-Deficient Leading Block
Numerical Analysis
2018-07-24 v1
Abstract
We consider the iterative solution of symmetric saddle point systems with a rank-deficient leading block. We develop two preconditioners that, under certain assumptions on the rank structure of the system, yield a preconditioned matrix with a constant number of eigenvalues. We then derive some properties of the inverse of a particular class of saddle point system and exploit these to develop a third preconditioner, which remains ideal even when the earlier assumptions on rank structure are relaxed.
Keywords
Cite
@article{arxiv.1807.08590,
title = {Ideal Preconditioners for Saddle Point Systems with a Rank-Deficient Leading Block},
author = {Susanne Bradley},
journal= {arXiv preprint arXiv:1807.08590},
year = {2018}
}