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A note on preconditioning for indefinite linear systems

Abstract:
Preconditioners are often conceived as approximate inverses. For nonsingular indefinite matrices of saddle-point (or KKT) form, we show how preconditioners incorporating an exact Schur complement lead to preconditioned matrices with exactly two or exactly three distinct eigenvalues. Thus approximations of the Schur complement lead to preconditioners which can be very effective even though they are in no sense approximate inverses.

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Publisher:
SIAM
Publication date:
1999-06-01
UUID:
uuid:36c706dd-45d0-4882-9ff3-cae603b964be
Local pid:
oai:eprints.maths.ox.ac.uk:1291
Deposit date:
2011-06-02

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