Constraint preconditioning for indefinite linear systems

Citation
C. Keller et al., Constraint preconditioning for indefinite linear systems, SIAM J MATR, 21(4), 2000, pp. 1300-1317
Citations number
28
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
ISSN journal
08954798 → ACNP
Volume
21
Issue
4
Year of publication
2000
Pages
1300 - 1317
Database
ISI
SICI code
0895-4798(20000516)21:4<1300:CPFILS>2.0.ZU;2-V
Abstract
The problem of finding good preconditioners for the numerical solution of i ndefinite linear systems is considered. Special emphasis is put on precondi tioners that have a 2 x 2 block structure and that incorporate the (1, 2) a nd (2, 1) blocks of the original matrix. Results concerning the spectrum an d form of the eigenvectors of the preconditioned matrix and its minimum pol ynomial are given. The consequences of these results are considered for a v ariety of Krylov subspace methods. Numerical experiments validate these con clusions.