Approximate Factorization Constraint Preconditioners for Saddle-Point Matrices
Author(s) -
H. Sue Dollar,
Andy Wathen
Publication year - 2006
Publication title -
siam journal on scientific computing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.674
H-Index - 147
eISSN - 1095-7197
pISSN - 1064-8275
DOI - 10.1137/04060768x
Subject(s) - mathematics , conjugate gradient method , saddle point , eigenvalues and eigenvectors , factorization , preconditioner , conjugate residual method , polynomial , constraint (computer aided design) , linear system , interior point method , matrix (chemical analysis) , saddle , mathematical optimization , algorithm , mathematical analysis , gradient descent , computer science , geometry , physics , materials science , quantum mechanics , machine learning , artificial neural network , composite material
We consider the application of the conjugate gradient method to the solution of large, symmetric indefinite linear systems. Special emphasis is put on the use of constraint preconditioners and a new factorization that can reduce the number of flops required by the preconditioning step. Results concerning the eigenvalues of the preconditioned matrix and its minimum polynomial are given. Numerical experiments validate these conclusions. © 2006 Society for Industrial and Applied Mathematics
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