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On certain type of preconditioning for KKT-matrices - MaRDI portal

On certain type of preconditioning for KKT-matrices (Q1878767)

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scientific article; zbMATH DE number 2099555
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English
On certain type of preconditioning for KKT-matrices
scientific article; zbMATH DE number 2099555

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    On certain type of preconditioning for KKT-matrices (English)
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    8 September 2004
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    The author explains why the matrix \(\mathcal M=\mathcal G^{-1}\mathcal A\), where \[ \mathcal G=\begin{pmatrix} G & B^{T} \\ B & 0 \end{pmatrix} ,\,\mathcal A=\begin{pmatrix} A & B^{T} \\ B & 0 \end{pmatrix} . \] (\(A\) is a square \(n\times n\)-matrix and \(B\) is an \(m\times n\)-matrix) has the eigenvalue 1 of multiplicity at least \(2m\).
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    multiple eigenvalue
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