Eigenvalue bounds for double saddle-point systems

DOI10.1093/IMANUM/DRAC077MaRDI QIDQ6190838zbMATH OpenFDO

Authors Susanne Bradley, Chen Greif

Publication date 6 February 2024

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2110.13328

zbMATH Keywords

double saddle-point systemseigenvalue boundseigenvalues and singular valuesiterative methodspreconditionersSchur complement

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Abstract: We derive bounds on the eigenvalues of a generic form of double saddle-point matrices. The bounds are expressed in terms of extremal eigenvalues and singular values of the associated block matrices. Inertia and algebraic multiplicity of eigenvalues are considered as well. The analysis includes bounds for preconditioned matrices based on block diagonal preconditioners using Schur complements, and it is shown that in this case the eigenvalues are clustered within a few intervals bounded away from zero. Analysis for approximations of Schur complements is included. Some numerical experiments validate our analytical findings.

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Cited in

(10)

• A note on the solvability of double saddle-point problems
• On the improvement of shift-splitting preconditioners for double saddle point problems
• On the invertibility of matrices with a double saddle-point structure
• Schur complement based preconditioners for twofold and block tridiagonal saddle point problems
• Block triangular preconditioners for double saddle-point linear systems arising in the mixed form of poroelasticity equations
• A class of generalized shift-splitting preconditioners for double saddle point problems
• Spectral analysis of block preconditioners for double saddle-point linear systems with application to PDE-constrained optimization
• Partial condition numbers for double saddle point problems
• Eigenvalue bounds for preconditioned symmetric multiple saddle-point matrices with block-triangular preconditioners
• Title not available (Why is no real title available?)

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