An algebraic analysis of a block diagonal preconditioner for saddle point systems

SIAM Journal on Matrix Analysis and Applications

Volumn 27, Issue 3, 2005, Pages 779-792

  Golub, Gene H ^a   Greif, Chen ^b   Varah, James M ^b  

^a STANFORD UNIVERSITY   (United States)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Augmented lagrongian; Block preconditioning; Null space; Positive semidefinite matrix; Saddle point linear system

Indexed keywords

AUGMENTED LAGRONGIAN; BLOCK PRECONDITIONING; NULL SPACE; POSITIVE SEMIDEFINITE MATRIX; SADDLE POINT LINEAR SYSTEM;

LINEAR SYSTEMS; MATHEMATICAL MODELS; NUMBER THEORY; NUMERICAL ANALYSIS; PARAMETER ESTIMATION;

ALGEBRA;

EID: 33746145556     PISSN: 08954798     EISSN: 10957162     Source Type: Journal    
DOI: 10.1137/04060679X     Document Type: Article

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