Preconditioning Large Indefinite Linear Systems
نویسندگان
چکیده
منابع مشابه
A Note on Preconditioning for Indefinite Linear Systems
Preconditioners are often conceived as approximate inverses. For nonsingular indeenite 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 eeective even though they ar...
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We discuss the use of preconditioned conjugate gradients method for solving the reduced KKT systems arising in interior point algorithms for linear programming. The (indefinite) augmented system form of this linear system has a number of advantages, notably a higher degree of sparsity than the (positive definite) normal equations form. Therefore we use the conjugate gradients method to solve th...
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ژورنال
عنوان ژورنال: Sultan Qaboos University Journal for Science [SQUJS]
سال: 2011
ISSN: 2414-536X,1027-524X
DOI: 10.24200/squjs.vol17iss1pp63-79