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In this paper, we consider using Schur complements to design preconditioners for twofold and block tridiagonal saddle point problems. One type of the preconditioners are based on the nested (or recursive) Schur complement, the other is…

Numerical Analysis · Mathematics 2024-04-05 Mingchao Cai , Guoliang Ju , Jingzhi Li

In this paper we consider multiple saddle point problems with block tridiagonal Hessian in a Hilbert space setting. Well-posedness and the related issue of preconditioning are discussed. We give a characterization of all block structured…

Numerical Analysis · Mathematics 2019-12-23 Alexander Beigl , Jarle Sogn , Walter Zulehner

We derive eigenvalue bounds for symmetric block-tridiagonal multiple saddle-point systems preconditioned with block-diagonal Schur complement matrices. This analysis applies to an arbitrary number of blocks and accounts for the case where…

Numerical Analysis · Mathematics 2026-02-06 Marco Pilotto , Luca Bergamaschi , Angeles Martinez

We derive an extension of the sequential homotopy method that allows for the application of inexact solvers for the linear (double) saddle-point systems arising in the local semismooth Newton method for the homotopy subproblems. For the…

Optimization and Control · Mathematics 2023-11-30 John W. Pearson , Andreas Potschka

In this paper, preconditioning the saddle point problem arising from the elliptic boundary optimal control problem with mixed boundary conditions is considered. A block triangular reconditioning method is proposed based on permutations of…

Optimization and Control · Mathematics 2024-07-17 Chaojie Wang

The block structure of double saddle-point problems has prompted extensive research into efficient preconditioners. This paper introduces a novel class of three-by-three block preconditioners tailored for such systems from the…

Numerical Analysis · Mathematics 2025-12-09 Achraf Badahmane

In this paper, a new block preconditioner is proposed for the saddle point problem arising from the Neumann boundary control problem. In order to deal with the singularity of the stiffness matrix, the saddle point problem is first extended…

Numerical Analysis · Mathematics 2024-07-31 Chaojie Wang , Xuan Zhang , Xingding Chen

In this paper, a fast solver is studied for saddle point system arising from a second-order Crank-Nicolson discretization of an initial-valued parabolic PDE constrained optimal control problem, which is indefinite and ill-conditioned.…

Numerical Analysis · Mathematics 2023-12-21 Xue-Lei Lin , Shu-Lin Wu

This paper deals with solving a class of three-by-three block saddle point problems. The systems are solved by preconditioning techniques. Based on an iterative method, we construct a block upper triangular preconditioner. The convergence…

Numerical Analysis · Mathematics 2022-01-28 Hamed Aslani , Davod Khojasteh Salkuyeh

We derive bounds on the eigenvalues of a generic form of double saddle-point matrices. The bounds are expressed in terms of extremal eigenvalues and singular values of the associated block matrices. Inertia and algebraic multiplicity of…

Numerical Analysis · Mathematics 2022-02-16 Susanne Bradley , Chen Greif

We address the problem of preconditioning a sequence of saddle point linear systems arising in the solution of PDE-constrained optimal control problems via active-set Newton methods, with control and (regularized) state constraints. We…

Numerical Analysis · Mathematics 2015-05-25 Margherita Porcelli , Valeria Simoncini , Mattia Tani

The discretization of Cahn-Hilliard equation with obstacle potential leads to a block 2 by 2 non-linear system, where the p1, 1q block has a non-linear and non-smooth term. Recently a globally convergent Newton Schur method was proposed for…

Numerical Analysis · Computer Science 2021-09-22 Pawan Kumar

We develop eigenvalue bounds for symmetric, block tridiagonal multiple saddle-point linear systems, preconditioned with block diagonal matrices. We extend known results for $3 \times 3$ block systems [Bradley and Greif, IMA J.\ Numer. Anal.…

Numerical Analysis · Mathematics 2025-06-04 L. Bergamaschi , A. Martinez , J. W. Pearson , A. Potschka

We present sharp estimates for the extremal eigenvalues of the Schur complements arising in saddle point problems. These estimates are derived using the auxiliary space theory, in which a given iterative method is interpreted as an…

Numerical Analysis · Mathematics 2026-04-03 Jongho Park

Saddle point problems arise in a variety of applications, e.g., when solving the Stokes equations. They can be formulated such that the system matrix is symmetric, but indefinite, so the variational convergence theory that is usually used…

Numerical Analysis · Mathematics 2022-03-14 Matthias Bolten , Marco Donatelli , Paola Ferrari , Isabella Furci

For 2x2 block matrices, it is well-known that block-triangular or block-LDU preconditioners with an exact Schur complement (inverse) converge in at most two iterations for fixed-point or minimal-residual methods. Similarly, for saddle-point…

Numerical Analysis · Mathematics 2020-01-06 Ben S. Southworth , Samuel A. Olivier

We consider the problem of iteratively solving large and sparse double saddle-point systems arising from the stationary Stokes-Darcy equations in two dimensions, discretized by the Marker-and-Cell (MAC) finite difference method. We analyze…

Numerical Analysis · Mathematics 2023-02-28 Chen Greif , Yunhui He

We study the performance of a new block preconditioner for a class of $3\times3$ block saddle point problems which arise from finite element methods for solving time-dependent Maxwell equations and some other practical problems. We also…

Numerical Analysis · Mathematics 2021-09-24 Maryam Abdolmaleki , Saeed Karimi , Davod Khojasteh Salkuyeh

The solution of matrices with $2\times 2$ block structure arises in numerous areas of computational mathematics, such as PDE discretizations based on mixed-finite element methods, constrained optimization problems, or the implicit or steady…

Numerical Analysis · Mathematics 2023-07-07 Ben S. Southworth , Abdullah A. Sivas , Sander Rhebergen

Use of the stochastic Galerkin finite element methods leads to large systems of linear equations obtained by the discretization of tensor product solution spaces along their spatial and stochastic dimensions. These systems are typically…

Numerical Analysis · Mathematics 2014-07-17 Bedřich Sousedík , Roger G. Ghanem , Eric T. Phipps
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