## Constraint Preconditioning for Indefinite Linear Systems (2000)

Venue: | SIAM J. Matrix Anal. Appl |

Citations: | 73 - 10 self |

### BibTeX

@ARTICLE{Keller00constraintpreconditioning,

author = {Carsten Keller and Nicholas I. M. Gould and Andrew and Andrew J. Wathen},

title = {Constraint Preconditioning for Indefinite Linear Systems},

journal = {SIAM J. Matrix Anal. Appl},

year = {2000},

volume = {21},

pages = {1300--1317}

}

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### Abstract

. The problem of nding good preconditioners for the numerical solution of indenite linear systems is considered. Special emphasis is put on preconditioners that have a 2 2 block structure and which incorporate the (1; 2) and (2; 1) blocks of the original matrix. Results concerning the spectrum and form of the eigenvectors of the preconditioned matrix and its minimum polynomial are given. The consequences of these results are considered for a variety of Krylov subspace methods. Numerical experiments validate these conclusions. Key words. preconditioning, indenite matrices, Krylov subspace methods AMS subject classications. 65F10, 65F15, 65F50 1. Introduction. In this paper, we are concerned with investigating a new class of preconditioners for indenite systems of linear equations of a sort which arise in constrained optimization as well as in least-squares, saddle-point and Stokes problems. We attempt to solve the indenite linear system A B T B 0 | {z } A x 1 x...