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.
- 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.
- Elman, H, and Golub, G. "Inexact and preconditioned Uzawa algorithms for
saddle point problems." SIAM Journal on Numerical Analysis (1994):