Bordered augmented linear systems in numerical continuation and bifurcation

Direct numerical methods for linear systems and matrix inversion (65F05) Iterative numerical methods for linear systems (65F10) Numerical computation of solutions to systems of equations (65H10) Global methods, including homotopy approaches to the numerical solution of nonlinear equations (65H20)

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We present the algorithm GMBE to solve a block linear system \[ \begin{matrix} \begin{matrix} n \\ m \\ l \end{matrix} & \left[\begin{matrix} A_{11} & A_{12} & A_{13} \\ 0 & A_{22} & A_{23} \\ A_{31} & A_{32} & A_{33} \end{matrix}\right] & \left[\begin{matrix} x_1 \\ x_2 \\x_3 \end{matrix}\right] \\ & \begin{matrix} \;n\;& \;m\;& \;l\;\end{matrix} & l \end{matrix} = \begin{matrix} \left[\begin{matrix} f_1 \\ f_2 \\ f_3 \end{matrix}\right] & \begin{matrix} n \\ m \\ l \end{matrix} \\ l \end{matrix}, \] or \[ Mz=h \] which appears in numerical computation of turning points and symmetry-breaking bifurcation. GMBE principally uses 1 solver with \(A^ T_{11}\) and \(A^ T_{22}\) each and 2 solvers with \(A_{11}\) and \(A_{22}\) each. M must be well-conditioned but \(A_{11}\) and \(A_{22}\) may be arbitrarily ill-conditioned, in fact singular to machine precision. The error analysis requires that the solvers for \(A_{11}\), \(A_{22}\), \(A^ T_{11}\) and \(A^ T_{22}\) are stable (in the sense of backward projection of the errors) and that the solvers for \(A_{11}\), \(A_{22}\) are bounded (in a sense to be made precise). Both properties are typically possessed in practice by solvers based on either direct or iterative methods. GMBE is the first algorithm that solves \(Mz=h\) by using the solvers for \(A_{11}\) etc. as `black boxes' and does not require prior computation of the left and right singular vectors of \(A_{11}\), \(A_{22}\).

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