Conjugate gradient method for rank deficient saddle point problems

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An alternative iterative method is proposed for solving rank deficient saddle point problems. The idea is to transform the rank deficient problem, in a natural way, into a smaller full rank problem, with structure as sparse as possible. The new system improves the condition greatly. Then the reduced system is solved by a preconditioned conjugate gradient method. Numerical experiments suggest that the new iterative method works well.




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