On the eigenvalues of a class of saddle point matrices (Q2491151)
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English | On the eigenvalues of a class of saddle point matrices |
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On the eigenvalues of a class of saddle point matrices (English)
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26 May 2006
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Some results on eigenvalues of block matrices of the form \[ M=\left[\begin{matrix} A&B^T\cr-B&C\end{matrix}\right] \] with symmetric positive semidefinite diagonal blocks are proved. It is shown when \(M\) is positive real and when it is diagonalizable. The effect of stabilization by adding a multiple of the unit matrix is investigated. The main application considered are preconditioned Krylov space iterative methods for the Stokes problem.
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indefinite scalar products
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positive real matrices
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symmetric pencils
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Krylov subspace method
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preconditioning
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eigenvalues
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block matrices
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Stokes problem
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