A note on preconditioning for indefinite linear systems

A note on preconditioning for indefinite linear systems

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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...

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Dades bibliogràfiques
Autors principals:	Murphy, M, Golub, G, Wathen, A
Format:	Report
Publicat:	SIAM 1999

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