Validated solutions of saddle point linear systems

Takuma Kimura, Xiaojun Chen

Research output: Journal article publicationJournal articleAcademic researchpeer-review

4 Citations (Scopus)

Abstract

We propose a fast verification method for saddle point linear systems where the (1,1) block is singular. The proposed verification method is based on an algebraic analysis of a block diagonal preconditioner and rounding mode controlled computations. Numerical comparison of several verification methods with various block diagonal preconditioners is given.
Original languageEnglish
Pages (from-to)1697-1708
Number of pages12
JournalSIAM Journal on Matrix Analysis and Applications
Volume30
Issue number4
DOIs
Publication statusPublished - 1 Dec 2008

Keywords

  • Block preconditioning
  • Numerical verification
  • Saddle point matrix

ASJC Scopus subject areas

  • Analysis

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