New preconditioners based on symmetric-triangular decomposition for saddle point problems (Q644879): Difference between revisions
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scientific article
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English | New preconditioners based on symmetric-triangular decomposition for saddle point problems |
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New preconditioners based on symmetric-triangular decomposition for saddle point problems (English)
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7 November 2011
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Let \[ {\mathcal A} = \begin{pmatrix} A & B \cr B^T & 0 \cr \end{pmatrix} \] be a matrix with a block structure that is typical for saddle-point problems. There are block triangular matrices \(\mathcal T\) and symmetric positive definite matrices \(\mathcal S\) such that \({\mathcal TA} = {\mathcal S} = {\mathcal LL}^T\). The matrices \(\mathcal T\) are called symmetric-triangular preconditioners and their spectral properties are studied.
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conjugate gradient method: saddle point problem
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precondioning
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