Unified analysis of preconditioning methods for saddle point matrices |
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| Authors: | Owe Axelsson |
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| Affiliation: | Institute of Geonics, IT4 Innovations, AS CR, Ostrava, Czech Republic |
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| Abstract: | Short and unified proofs of spectral properties of major preconditioners for saddle point problems are presented. The need to sufficiently accurately construct approximations of the pivot block and Schur complement matrices to obtain real eigenvalues or eigenvalues with positive real parts and non‐dominating imaginary parts are pointed out. The use of augmented Lagrangian methods for more ill‐conditioned problems are discussed. Copyright © 2014 John Wiley & Sons, Ltd. |
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| Keywords: | saddle point problems preconditioning spectral properties |
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