Luciana Casacio, Kimonas Fountoulakis and Pavel Zhlobich (University of Edinburgh)

Numerical solution of saddle point problems. Part I: Applications and properties
Tuesday 31 January 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.

  1. Rusten, T, and R Winther. "A preconditioned iterative method for saddle-point problems." SIAM Journal on Matrix Analysis and Applications 13, no. 3 (1992): 887-904.
  2. Elman, H, and Golub, G. "Inexact and preconditioned Uzawa algorithms for saddle point problems." SIAM Journal on Numerical Analysis (1994): 1645-1661.