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The importance of Schur complement based preconditioners are well-established for classical saddle point problems in $\mathbb{R}^N \times \mathbb{R}^M$. In this paper we extend these results to multiple saddle point problems in Hilbert…

Numerical Analysis · Mathematics 2020-12-25 Jarle Sogn , Walter Zulehner

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

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

Poroelasticity problems play an important role in various engineering, geophysical, and biological applications. Their full discretization results in a large-scale saddle-point system at each time step that is becoming singular for locking…

Numerical Analysis · Mathematics 2025-06-27 Weizhang Huang , Zhuoran Wang

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

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

In this research, to solve the large indefinite least squares problem, we firstly transform its normal equation into a sparse block three-by-three linear systems, then use GMRES method with an accelerated preconditioner to solve it. The…

Numerical Analysis · Mathematics 2025-05-26 Jun Li , Lingsheng Meng

In this paper, the generalized shift-splitting preconditioner is implemented for saddle point problems with symmetric positive definite (1,1)-block and symmetric positive semidefinite (2,2)-block. The proposed preconditioner is extracted…

Numerical Analysis · Mathematics 2015-03-03 Davod Khojasteh Salkuyeh , Mohsen Masoudi , Davod Hezari

We study convex-concave saddle point problems with bilinear coupling, covering linearly constrained convex optimization and more general nonsmooth or constrained models via a proximable term in the dual objective. In linearly convergent…

Optimization and Control · Mathematics 2026-03-02 Meng Li , Paul Grigas

We consider block preconditioners for double saddle-point systems, and investigate the effect of approximating the nested Schur complement associated with the trailing diagonal block on the eigenvalue distribution of the preconditioned…

Numerical Analysis · Mathematics 2026-01-27 Chen Greif

We consider the solution of saddle-point systems with a tree-based block structure, introducing a parallelizable direct method for their solution. As our key contribution, we then propose several structure-exploiting preconditioners to be…

Numerical Analysis · Mathematics 2024-11-01 Christoph Hansknecht , Bernhard Heinzelreiter , John W. Pearson , Andreas Potschka

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

For the singular saddle-point problems with nonsymmetric positive definite $(1,1)$ block, we present a general constraint preconditioning (GCP) iteration method based on a singular constraint preconditioner. Using the properties of the…

Numerical Analysis · Mathematics 2013-12-30 Ai-Li Yang , Guo-Feng Zhang , Yu-Jiang Wu

In this paper, a class of new preconditioners based on matrix splitting are presented for generalized saddle-point linear systems, which can be viewed as further modified improvements of some recently published preconditioners. Moreover, we…

Numerical Analysis · Mathematics 2018-10-02 Zhao-Zheng Liang , Guo-Feng Zhang

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

This paper develops the preconditioning technique as a method to address the accuracy issue caused by ill-conditioning. Given a preconditioner $M$ for an ill-conditioned linear system $Ax=b$, we show that, if the inverse of the…

Numerical Analysis · Mathematics 2017-05-15 Qiang Ye

In this paper, we execute the shift-splitting preconditioner for asymmetric saddle point problems with its (1,2) block's transposition unequal to its (2,1) block under the removed minus of its (2,1) block. The proposed preconditioner is…

Numerical Analysis · Mathematics 2021-09-13 Shi-Liang Wu , Davod Khojasteh Salkuyeh

We establish necessary and sufficient conditions for invertibility of symmetric three-by-three block matrices having a double saddle-point structure \fb{that guarantee the unique solvability of double saddle-point systems}. We consider…

Numerical Analysis · Mathematics 2024-07-04 Fatemeh P. A. Beik , Chen Greif , Manfred Trummer

Due to the indefiniteness and poor spectral properties, the discretized linear algebraic system of the vector Laplacian by mixed finite element methods is hard to solve. A block diagonal preconditioner has been developed and shown to be an…

Numerical Analysis · Mathematics 2016-01-19 Long Chen , Yongke Wu , Lin Zhong , Jie Zhou

We consider the generalized successive overrelaxation (GSOR) method for solving a class of block three-by-three saddle-point problems. Based on the necessary and sufficient conditions for all roots of a real cubic polynomial to have modulus…

Numerical Analysis · Mathematics 2024-04-29 Na Huang , Yu-Hong Dai , Dominique Orban , Michael A. Saunders