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

    Fingerprint

    Saddle Point Systems
    Linear Systems
    Preconditioner
    Rounding
    Numerical Comparisons

    Keywords

    • Block preconditioning
    • Numerical verification
    • Saddle point matrix

    ASJC Scopus subject areas

    • Analysis

    Cite this

    Validated solutions of saddle point linear systems. / Kimura, Takuma; Chen, Xiaojun.

    In: SIAM Journal on Matrix Analysis and Applications, Vol. 30, No. 4, 2008, p. 1697-1708.

    Research output: Contribution to journalArticle

    Kimura, Takuma ; Chen, Xiaojun. / Validated solutions of saddle point linear systems. In: SIAM Journal on Matrix Analysis and Applications. 2008 ; Vol. 30, No. 4. pp. 1697-1708.
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