Spectral analysis of saddle point matrices with indefinite leading blocks

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DOI	10.5286/raltr.2008028
Persistent URL	http://purl.org/net/epubs/work/56168
Record Status	Checked
Record Id	56168
Title	Spectral analysis of saddle point matrices with indefinite leading blocks
Contributors	NIM Gould (STFC Rutherford Appleton Lab.), V Simoncini
Abstract	We provide eigenvalue intervals for symmetric saddle-point and regularised saddle-point matrices in the case where the (1,1) block may be indefinite. These generalise known results for the definite (1,1) case. We also study the spectral properties of the equivalent augmented formulation, which is an alternative to explicitly dealing with the indefinite (1,1) block. Such an analysis may be used to assess the convergence of suitable Krylov subspace methods. We conclude with spectral analyses of the effects of common block-diagonal preconditioners.
Organisation	CSE , CSE-NAG , STFC
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Language	English (EN)

Type	Details	URI(s)	Local file(s)	Year
Report	RAL Technical Reports RAL-TR-2008-028. STFC, 2008.		gsRALTR2008028.pdf	2008