Numerical validation of solutions of saddle point matrix equations

DOI10.1002/NLA.342MaRDI QIDQ5317905zbMATH OpenOpenAlexFDO

Authors Xiaojun Chen, Kouji Hashimoto

Publication date 21 September 2005

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nla.342

zbMATH Keywords

error estimationnumerical validationsaddle point matrix

Mathematics Subject Classification ID

Algorithms with automatic result verification (65G20) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Stokes and related (Oseen, etc.) flows (76D07)

Review text

A method is presented for estimating the accuracy of approximate solutions to linear systems defined by saddle point matrices. A saddle point matrix comprises four blocks: \(A\), \(B\), \(B^ {\text{T}}\), and \(-C\), where \(A\) and \(-C\) lie on the main diagonal, and where, moreover, \(A\) is a symmetric positive (SP) definite square matrix and \(C\) is a SP semidefinite square matrix. Two variants of the method are derived: a direct approach, and a preconditioner-based technique. A numerical experiment (Stokes equations) is used to compare the performance of both variants of the proposed method with other three error estimation algorithms. The results indicate that the proposed method delivers less sharp error bounds than the three reference algorithms do, but it is significantly faster and can be applied to large systems, where the reference algorithms failed or ran out of computer memory.

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Cited in

(12)

• Verification methods for nonlinear equations with saddle point functions
• Some simple criteria for the solvability of block \(2 \times 2\) linear systems
• A method for verifying the accuracy of numerical solutions of symmetric saddle point linear systems
• Sharp stability and approximation estimates for symmetric saddle point systems
• Numerical solution of saddle point problems
• Validated Solutions of Saddle Point Linear Systems
• Structured backward errors for generalized saddle point systems
• A sharp error bound of the approximate solutions for saddle point linear systems
• Perturbation analysis of saddle-point problems
• Numerical solutions of symmetric saddle point problem by direct methods
• New preconditioners based on symmetric-triangular decomposition for saddle point problems
• Fast verified solutions of linear systems

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