Handle URI:
http://hdl.handle.net/10754/599877
Title:
The Antitriangular Factorization of Saddle Point Matrices
Authors:
Pestana, J.; Wathen, A. J.
Abstract:
Mastronardi and Van Dooren [SIAM J. Matrix Anal. Appl., 34 (2013), pp. 173-196] recently introduced the block antitriangular ("Batman") decomposition for symmetric indefinite matrices. Here we show the simplification of this factorization for saddle point matrices and demonstrate how it represents the common nullspace method. We show that rank-1 updates to the saddle point matrix can be easily incorporated into the factorization and give bounds on the eigenvalues of matrices important in saddle point theory. We show the relation of this factorization to constraint preconditioning and how it transforms but preserves the structure of block diagonal and block triangular preconditioners. © 2014 Society for Industrial and Applied Mathematics.
Citation:
Pestana J, Wathen AJ (2014) The Antitriangular Factorization of Saddle Point Matrices. SIAM Journal on Matrix Analysis and Applications 35: 339–353. Available: http://dx.doi.org/10.1137/130934933.
Publisher:
Society for Industrial & Applied Mathematics (SIAM)
Journal:
SIAM Journal on Matrix Analysis and Applications
KAUST Grant Number:
KUK-C1-013-04
Issue Date:
Jan-2014
DOI:
10.1137/130934933
Type:
Article
ISSN:
0895-4798; 1095-7162
Sponsors:
This publication was based on work supported in part by award KUK-C1-013-04 from the King Abdullah University of Science and Technology (KAUST).
Appears in Collections:
Publications Acknowledging KAUST Support

Full metadata record

DC FieldValue Language
dc.contributor.authorPestana, J.en
dc.contributor.authorWathen, A. J.en
dc.date.accessioned2016-02-28T06:31:30Zen
dc.date.available2016-02-28T06:31:30Zen
dc.date.issued2014-01en
dc.identifier.citationPestana J, Wathen AJ (2014) The Antitriangular Factorization of Saddle Point Matrices. SIAM Journal on Matrix Analysis and Applications 35: 339–353. Available: http://dx.doi.org/10.1137/130934933.en
dc.identifier.issn0895-4798en
dc.identifier.issn1095-7162en
dc.identifier.doi10.1137/130934933en
dc.identifier.urihttp://hdl.handle.net/10754/599877en
dc.description.abstractMastronardi and Van Dooren [SIAM J. Matrix Anal. Appl., 34 (2013), pp. 173-196] recently introduced the block antitriangular ("Batman") decomposition for symmetric indefinite matrices. Here we show the simplification of this factorization for saddle point matrices and demonstrate how it represents the common nullspace method. We show that rank-1 updates to the saddle point matrix can be easily incorporated into the factorization and give bounds on the eigenvalues of matrices important in saddle point theory. We show the relation of this factorization to constraint preconditioning and how it transforms but preserves the structure of block diagonal and block triangular preconditioners. © 2014 Society for Industrial and Applied Mathematics.en
dc.description.sponsorshipThis publication was based on work supported in part by award KUK-C1-013-04 from the King Abdullah University of Science and Technology (KAUST).en
dc.publisherSociety for Industrial & Applied Mathematics (SIAM)en
dc.subjectBlock triangular preconditioneren
dc.subjectConvergenceen
dc.subjectEigenvaluesen
dc.subjectEigenvectorsen
dc.subjectIterative methoden
dc.subjectSaddle point systemen
dc.titleThe Antitriangular Factorization of Saddle Point Matricesen
dc.typeArticleen
dc.identifier.journalSIAM Journal on Matrix Analysis and Applicationsen
dc.contributor.institutionUniversity of Manchester, Manchester, United Kingdomen
dc.contributor.institutionUniversity of Oxford, Oxford, United Kingdomen
kaust.grant.numberKUK-C1-013-04en
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