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A general approach to analyse preconditioners for two‐by‐two block matrices
Author(s) -
Axelsson Owe,
Neytcheva Maya
Publication year - 2013
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.830
Subject(s) - mathematics , multigrid method , domain decomposition methods , finite element method , block (permutation group theory) , saddle point , algebra over a field , pure mathematics , mathematical analysis , combinatorics , geometry , partial differential equation , physics , thermodynamics
SUMMARY Two‐by‐two block matrices arise in various applications, such as in domain decomposition methods or when solving boundary value problems discretised by finite elements from the separation of the node set of the mesh into ‘fine’ and ‘coarse’ nodes. Matrices with such a structure, in saddle point form arise also in mixed variable finite element methods and in constrained optimisation problems. A general algebraic approach to construct, analyse and control the accuracy of preconditioners for matrices in two‐by‐two block form is presented. This includes both symmetric and nonsymmetric matrices, as well as indefinite matrices. The action of the preconditioners can involve element‐by‐element approximations and/or geometric or algebraic multigrid/multilevel methods. Copyright © 2011 John Wiley & Sons, Ltd.