Validated Solutions of Saddle Point Linear Systems
نویسندگان
چکیده
We propose a fast verification method for saddle point linear systems where the (1,1) block is singular. The proposed verification method is based on an algebraic analysis of a block diagonal preconditioner and rounding mode controlled computations. Numerical comparison of several verification methods with various block diagonal preconditioners is given.
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عنوان ژورنال:
- SIAM J. Matrix Analysis Applications
دوره 30 شماره
صفحات -
تاریخ انتشار 2008