Luciana Casacio, Kimonas Fountoulakis and Pavel Zhlobich (University of Edinburgh)
Numerical solution of saddle point problems. Part II: Iterative
solvers and preconditioners
Tuesday 14 February 2012 at 16.00, JCMB 5215
Large linear systems of saddle point type arise in a wide variety of
applications including fluid dynamics, constrained and weighted least-squares,
and interior point algorithms. Due to their indefiniteness and often poor
spectral properties, such linear systems represent a significant challenge for
solver developers. In a series of two seminars we will give a detailed
introduction to main concepts and results in the area.
Below we list papers recommended for the preparation to the seminar.
- Murphy, M, Golub, G, and Wathen, A. "A note on preconditioning for
indefinite linear systems." SIAM Journal on Scientific Computing 21 (1999):
- Keller, C, Gould, N, and Wathen, A. "Constraint preconditioning for
indefinite linear systems." SIAM Journal on Matrix Analysis and Applications
21, no. 4 (2000): 1300-1317.