Ideal Preconditioners for Saddle Point Systems with a Rank-Deficient Leading Block

2018/07/23 by Bradley, Susanne
#FOS: Mathematics #Numerical Analysis (math.NA)

paper · doi:10.48550/arxiv.1807.08590

Abstract

We consider the iterative solution of symmetric saddle point systems with a rank-deficient leading block. We develop two preconditioners that, under certain assumptions on the rank structure of the system, yield a preconditioned matrix with a constant number of eigenvalues. We then derive some properties of the inverse of a particular class of saddle point system and exploit these to develop a third preconditioner, which remains ideal even when the earlier assumptions on rank structure are relaxed.

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