Short-term recurrences for indefinite preconditioning of saddle point problems
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Date
2000-07Type
- Report
ETH Bibliography
yes
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Abstract
In this paper we analyze the null-space projection (constraint) indefinite preconditioner applied to the solution of large-scale saddle point problems. Nonsymmetric Krylov subspace solvers are considered and it is shown that the behavior of short-term recurrence methods can be related to the behavior of preconditioned conjugate gradient method (PCG). Theoretical properties of PCG are studied in detail and simple procedures for correcting possible misconvergence are proposed. The numerical behavior of the scheme on a real application problem is discussed and the maximum attainable accuracy of the approximate solution computed in finite precision arithmetic is estimated. Show more
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https://doi.org/10.3929/ethz-a-004329987Publication status
publishedExternal links
Journal / series
SAM Research ReportVolume
Publisher
Seminar for Applied Mathematics, ETH ZurichOrganisational unit
02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics
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ETH Bibliography
yes
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