Symmetric-triangular decomposition and its applications. II: Preconditioners for indefinite systems (Q2479583): Difference between revisions

[For part I see \textit{G. H. Golub} and \textit{J.-Y. Yuan}, ibid. 42, No.~4, 814--822 (2002; Zbl 1017.65020).] It is shown how three preconditioners can be used to transform saddle point problems into symmetric positive systems. The condition number of the three resulting systems is estimated and is shown to be independent of the condition number of the Schur complement. It is pointed out that there are no breakdowns when conjugate or preconditioned conjugate gradient methods are used to solve non-symmetric or symmetric indefinite problems. Based on the results of numerical experiments, it seems that the proposed methods work well.