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 language | English |
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Pages (from-to) | 1697-1708 |
Number of pages | 12 |
Journal | SIAM Journal on Matrix Analysis and Applications |
Volume | 30 |
Issue number | 4 |
DOIs | |
Publication status | Published - 1 Dec 2008 |
Keywords
- Block preconditioning
- Numerical verification
- Saddle point matrix
ASJC Scopus subject areas
- Analysis