Spectral Analysis of Saddle Point Matrices with Indefinite Leading Blocks

نویسندگان

  • Nicholas I. M. Gould
  • Valeria Simoncini
چکیده

After a brief introduction to the spectral analysis of saddle point matrices, in this talk we present new estimates for the eigenvalue intervals for symmetric saddle-point and regularised saddle-point matrices in the case where the (1,1) block may be indefinite. These generalise known results for the definite (1,1) case. We also discuss spectral properties of the equivalent augmented formulation, which is an alternative to explicitly dealing with the indefinite (1,1) block.

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عنوان ژورنال:
  • SIAM J. Matrix Analysis Applications

دوره 31  شماره 

صفحات  -

تاریخ انتشار 2009