CONSTRAINT PRECONDITIONERS FOR SYMMETRIC INDEFINITE MATRICES | |
Bai, Zhong-Zhi1![]() | |
刊名 | SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
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2009 | |
卷号 | 31期号:2页码:410-433 |
关键词 | symmetric indefinite systems constraint preconditioners |
ISSN号 | 0895-4798 |
DOI | 10.1137/080720243 |
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 |
出版者 | SIAM PUBLICATIONS |
WOS记录号 | WOS:000267745500011 |
内容类型 | 期刊论文 |
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. |
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