A method for verifying the accuracy of numerical solutions of symmetric saddle point linear systems

Ryo Kobayashi, Takuma Kimura, Shinichi Oishi

    Research output: Contribution to journalArticle

    Abstract

    A fast numerical verification method is proposed for evaluating the accuracy of numerical solutions for symmetric saddle point linear systems whose diagonal blocks of the coefficient matrix are semidefinite matrices. The method is based on results of an algebraic analysis of a block diagonal preconditioning. Some numerical experiments are present to illustrate the usefulness of the method.

    Original languageEnglish
    Pages (from-to)1-19
    Number of pages19
    JournalNumerical Algorithms
    DOIs
    Publication statusAccepted/In press - 2016 Nov 23

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    Keywords

    • Block preconditioning
    • Numerical verification
    • Saddle point matrix

    ASJC Scopus subject areas

    • Applied Mathematics

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