A note on constraint preconditioning

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Abstract

We discuss and extend the results derived in Keller, Gould and Wathen [SIMAX, 21(4), 2000] for constraint preconditioning. In particular, we improve the existing results as well as generalise them to the case where the (1,1) block of the preconditioner has a non-trivial kernel. We also analyse the form of the preconditioner with negated constraints, which ensures that the preconditioned system is diagonalisable, while preserving the non-unit eigenvalues and negating some unit eigenvalues.
Original languageEnglish
Pages (from-to)1486–1495
Number of pages10
JournalSIAM Journal on Matrix Analysis and Applications
Volume38
Issue number4
Early online date6 Dec 2017
DOIs
Publication statusE-pub ahead of print - 6 Dec 2017

Keywords

  • constraint preconditioning
  • Krylov subspace methods
  • saddle-point problems

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