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DOI 10.5286/raltr.2008028
Persistent URL http://purl.org/net/epubs/work/56168
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Record Id 56168
Title Spectral analysis of saddle point matrices with indefinite leading blocks
Abstract We provide eigenvalue intervals for symmetric saddle-point and regularised saddle-point matrices in the case where the (1,1) block may be indefinite. These generalise known results for the definite (1,1) case. We also study the spectral properties of the equivalent augmented formulation, which is an alternative to explicitly dealing with the indefinite (1,1) block. Such an analysis may be used to assess the convergence of suitable Krylov subspace methods. We conclude with spectral analyses of the effects of common block-diagonal preconditioners.
Organisation CSE , CSE-NAG , STFC
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Language English (EN)
Type Details URI(s) Local file(s) Year
Report RAL Technical Reports RAL-TR-2008-028. STFC, 2008. gsRALTR2008028.pdf 2008