Validated solutions of saddle point linear systems

Takuma Kimura; Xiaojun Chen

doi:10.1137/070706441

Validated solutions of saddle point linear systems

Takuma Kimura^*, Xiaojun Chen

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

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 language	English
Pages (from-to)	1697-1708
Number of pages	12
Journal	SIAM Journal on Matrix Analysis and Applications
Volume	30
Issue number	4
DOIs	https://doi.org/10.1137/070706441
Publication status	Published - 2008

Keywords

Block preconditioning
Numerical verification
Saddle point matrix

ASJC Scopus subject areas

Analysis

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10.1137/070706441

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title = "Validated solutions of saddle point linear systems",

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.",

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AU - Kimura, Takuma

AU - Chen, Xiaojun

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AB - 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.

KW - Block preconditioning

KW - Numerical verification

KW - Saddle point matrix

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JO - SIAM Journal on Matrix Analysis and Applications

JF - SIAM Journal on Matrix Analysis and Applications

IS - 4

ER -

Validated solutions of saddle point linear systems

Abstract

Keywords

ASJC Scopus subject areas

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