Eigenvalue bounds for double saddle-point systems

DOI10.1093/IMANUM/DRAC077arXiv2110.13328MaRDI QIDQ6190838FDOQ6190838

Susanne Bradley, Chen Greif

Publication date: 6 February 2024

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

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.

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

zbMATH Keywords

iterative methodspreconditionersSchur complementeigenvalue boundseigenvalues and singular valuesdouble saddle-point systems

Mathematics Subject Classification ID

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

Cited In (4)

• 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

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