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

Ryo Kobayashi; Takuma Kimura; Shin’ichi Oishi

doi:10.1007/s11075-016-0240-6

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

Ryo Kobayashi, Takuma Kimura^*, Shin’ichi Oishi

^*Corresponding author for this work

School of Fundamental Science and Engineering

Research output: Contribution to journal › Article › peer-review

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 language	English
Pages (from-to)	33-51
Number of pages	19
Journal	Numerical Algorithms
Volume	76
Issue number	1
DOIs	https://doi.org/10.1007/s11075-016-0240-6
Publication status	Published - 2017 Sept 1

Keywords

Block preconditioning
Numerical verification
Saddle point matrix

ASJC Scopus subject areas

Applied Mathematics

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10.1007/s11075-016-0240-6

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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.",

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N2 - 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.

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KW - Saddle point matrix

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

Abstract

Keywords

ASJC Scopus subject areas

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