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CONSTRAINT PRECONDITIONERS FOR SYMMETRIC INDEFINITE MATRICES

文献类型：期刊论文

作者Bai, Zhong-Zhi1; Ng, Michael K.2; Wang, Zeng-Qi3
刊名SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
出版日期2009
卷号31期号:2页码:410-433
关键词symmetric indefinite systems constraint preconditioners
ISSN号0895-4798
DOI10.1137/080720243
英文摘要We study the eigenvalue bounds of block two-by-two nonsingular and symmetric indeifnite matrices whose (1, 1) block is symmetric positive definite and Schur complement with respect to its (2, 2) block is symmetric indefinite. A constraint preconditioner for this matrix is constructed by simply replacing the (1, 1) block by a symmetric and positive definite approximation, and the spectral properties of the preconditioned matrix are discussed. Numerical results show that, for a suitably chosen (1, 1) block-matrix, this constraint preconditioner outperforms the block-diagonal and the block-tridiagonal ones in iteration step and computing time when they are used to accelerate the GMRES method for solving these block two-by-two symmetric positive indefinite linear systems. The new results extend the existing ones about block two-by-two matrices of symmetric negative semidefinite (2, 2) blocks to those of general symmetric (2, 2) blocks.
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000267745500011
出版者SIAM PUBLICATIONS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/7207]  
专题计算数学与科学工程计算研究所
通讯作者Bai, Zhong-Zhi
作者单位1.Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, Acad Math & Syst Sci, State Key Lab Sci Engn Comp, Beijing 100080, Peoples R China
2.Hong Kong Baptist Univ, Dept Math, Kowloon Tong, Hong Kong, Peoples R China
3.Shanghai Jiao Tong Univ, Dept Math, Shanghai 200240, Peoples R China
推荐引用方式
GB/T 7714		 Bai, Zhong-Zhi,Ng, Michael K.,Wang, Zeng-Qi. CONSTRAINT PRECONDITIONERS FOR SYMMETRIC INDEFINITE MATRICES[J]. SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS,2009,31(2):410-433.
APA Bai, Zhong-Zhi,Ng, Michael K.,&Wang, Zeng-Qi.(2009).CONSTRAINT PRECONDITIONERS FOR SYMMETRIC INDEFINITE MATRICES.SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS,31(2),410-433.
MLA Bai, Zhong-Zhi,et al."CONSTRAINT PRECONDITIONERS FOR SYMMETRIC INDEFINITE MATRICES".SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS 31.2(2009):410-433.

入库方式： OAI收割

来源：数学与系统科学研究院

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