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.
|Number of pages||12|
|Journal||SIAM Journal on Matrix Analysis and Applications|
|Publication status||Published - 1 Dec 2008|
- Block preconditioning
- Numerical verification
- Saddle point matrix
ASJC Scopus subject areas