THE GENERALIZED CHOLESKY FACTORIZATION METHOD FOR SADDLE-POINT PROBLEMS

Authors
ZHAO JX
Citation
Jx. Zhao, THE GENERALIZED CHOLESKY FACTORIZATION METHOD FOR SADDLE-POINT PROBLEMS, Applied mathematics and computation, 92(1), 1998, pp. 49-58
Citations number
8
Categorie Soggetti
Mathematics,Mathematics
Journal title
Applied mathematics and computation → ACNP
ISSN journal
00963003
Volume
92
Issue
1
Year of publication
1998
Pages
49 - 58
Database
ISI
SICI code
0096-3003(1998)92:1<49:TGCFMF>2.0.ZU;2-R
Abstract
Over the past 10 years, a variety of iterative methods for saddle poin t problems have been proposed. In this paper, we present a class of di rect methods, the so-called generalized Cholesky factorization method, for solving linear systems arising from saddle point problems or disc retization of the Stokes equations. Numerical results illustrate the e fficiency of new methods given in this paper. (C) 1998 Elsevier Scienc e Inc. All rights reserved.