A note on eigenvalue distribution of constraint-preconditioned symmetric saddle point matrices

نویسندگان

  • Shi-Liang Wu
  • Luca Bergamaschi
  • Cui-Xia Li
چکیده

where A is symmetric positive definite (SPD), C is symmetric semi-positive definite, and B is of full rank. System of the form (1) arises in a variety of scientific and engineering applications, such as constrained optimization, least squares. We refer the reader to [1] for a more detailed list of applications and numerical solution techniques of (1). Recently, drawing on previous works: [2, 3], Bergamaschi [4] discussed two inexact constraint preconditioners as follows:

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عنوان ژورنال:
  • Numerical Lin. Alg. with Applic.

دوره 21  شماره 

صفحات  -

تاریخ انتشار 2014