Numerical solution of saddle point problems by block {Gram--Schmidt} orthogonalization
Numerical Analysis
2013-12-19 v1
Abstract
Saddle point problems arise in many important practical applications. In this paper we propose and analyze some algorithms for solving symmetric saddle point problems which are based upon the block Gram-Schmidt method. In particular, we prove that the algorithm BCGS2 (Reorthogonalized Block Classical Gram-Schmidt) using Householder Q-R decomposition implemented in floating point arithmetic is backward stable, under a mild assumption on the matrix . This means that the computed vector is the exact solution to a slightly perturbed linear system of equations .
Cite
@article{arxiv.1312.5277,
title = {Numerical solution of saddle point problems by block {Gram--Schmidt} orthogonalization},
author = {Felicja Okulicka-Dłużewska and Alicja Smoktunowicz},
journal= {arXiv preprint arXiv:1312.5277},
year = {2013}
}