Validated solutions of saddle point linear systems

Takuma Kimura, Xiaojun Chen

    Research output: Contribution to journalArticle

    4 Citations (Scopus)

    Abstract

    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.

    Original languageEnglish
    Pages (from-to)1697-1708
    Number of pages12
    JournalSIAM Journal on Matrix Analysis and Applications
    Volume30
    Issue number4
    DOIs
    Publication statusPublished - 2008

    Keywords

    • Block preconditioning
    • Numerical verification
    • Saddle point matrix

    ASJC Scopus subject areas

    • Analysis

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