A note on preconditioning for indefinite linear systems
Preconditioners are often conceived as approximate inverses. For nonsingular indefinite matrices of saddle-point (or KKT) form, we show how preconditioners incorporating an exact Schur complement lead to preconditioned matrices with exactly two or exactly three distinct eigenvalues. Thus approximati...
| Main Authors: | , , |
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| Format: | Report |
| Published: |
SIAM
1999
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