The generalized Cholesky factorization method for saddle point problems

DOI10.1016/S0096-3003(97)10040-6zbMath0942.65029MaRDI QIDQ1294451

Jinxi Zhao

Publication date: 24 August 2000

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

numerical results; iterative methods; Stokes equations; direct methods; saddle point problem; generalized Cholesky factorization; minimization of quadratic forms

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C20: Quadratic programming

65F05: Direct numerical methods for linear systems and matrix inversion

Related Items

Sensitivity analysis for the block Cholesky downdating problem, Sensitivity analysis for the generalized Cholesky block downdating problem, Improved rigorous multiplicative perturbation bounds for the generalized Cholesky factorization and the Cholesky-like factorization, Perturbation analysis for block downdating of the generalized Cholesky factorization, The spectral properties of the Hermitian and skew-Hermitian splitting preconditioner for generalized saddle point problems, Perturbation analysis for the generalized Cholesky factorization., New rigorous perturbation bounds for the generalized Cholesky factorization, Updated preconditioned Hermitian and skew-Hermitian splitting-type iteration methods for solving saddle-point problems, A note on the perturbation analysis for the generalized Cholesky factorization, Sensitivity analysis for the generalized Cholesky factorization, New preconditioners for saddle point problems, Fast solving of weighted pairing least-squares systems, ILU Preconditioners for Nonsymmetric Saddle-Point Matrices with Application to the Incompressible Navier--Stokes Equations, Factorized parallel preconditioner for the saddle point problem

Cites Work

• The convergence of inexact Chebyshev and Richardson iterative methods for solving linear systems
• A class of iterative methods for solving saddle point problems
• A Preconditioning Technique for Indefinite Systems Resulting from Mixed Approximations of Elliptic Problems
• A class of first order factorization methods
• Inexact and Preconditioned Uzawa Algorithms for Saddle Point Problems
• Iterative refinement of linear least squares solutions II
• Unnamed Item