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Numerical solution of saddle point problems

Published online by Cambridge University Press:  19 April 2005

Michele Benzi
Affiliation:
Department of Mathematics and Computer Science, Emory University, Atlanta, Georgia 30322, USA, E-mail: benzi@mathcs.emory.edu
Gene H. Golub
Affiliation:
Scientific Computing and Computational Mathematics Program, Stanford University, Stanford, California 94305-9025, USA, E-mail: golub@sccm.stanford.edu
Jörg Liesen
Affiliation:
Institut für Mathematik, Technische Universität Berlin, D-10623 Berlin, Germany, E-mail: liesen@math.tu-berlin.de
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Abstract

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Large linear systems of saddle point type arise in a wide variety of applications throughout computational science and engineering. Due to their indefiniteness and often poor spectral properties, such linear systems represent a significant challenge for solver developers. In recent years there has been a surge of interest in saddle point problems, and numerous solution techniques have been proposed for this type of system. The aim of this paper is to present and discuss a large selection of solution methods for linear systems in saddle point form, with an emphasis on iterative methods for large and sparse problems.

Information

Type
Research Article
Copyright
© 2005 Cambridge University Press