Natural preconditioning and iterative methods for saddle point systems

The solution of quadratic or locally quadratic extremum problems subject to linear(ized) constraints gives rise to linear systems in saddle point form. This is true whether in the continuous or the discrete setting, so saddle point systems arising from the discretization of partial differential equa...

Полное описание

Библиографические подробности
Главные авторы: Pestana, J, Wathen, AJ
Формат: Journal article
Опубликовано: Society for Industrial and Applied Mathematics 2015