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

Ryo Kobayashi, Takuma Kimura, Shin’ichi Oishi

Research output: Contribution to journalArticlepeer-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 languageEnglish
Pages (from-to)33-51
Number of pages19
JournalNumerical Algorithms
Volume76
Issue number1
DOIs
Publication statusPublished - 2017 Sep 1

Keywords

  • Block preconditioning
  • Numerical verification
  • Saddle point matrix

ASJC Scopus subject areas

  • Applied Mathematics

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