The generalized Cholesky factorization method for saddle point problems

DOI10.1016/S0096-3003(97)10040-6zbMath0942.65029MaRDI QIDQ1294451

Jinxi Zhao

Publication date: 24 August 2000

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

numerical resultsiterative methodsStokes equationsdirect methodssaddle point problemgeneralized Cholesky factorizationminimization of quadratic forms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (15)

New preconditioners for saddle point problems ⋮ New rigorous perturbation bounds for the generalized Cholesky factorization ⋮ Fast solving of weighted pairing least-squares systems ⋮ Sensitivity analysis for the generalized Cholesky block downdating problem ⋮ ILU Preconditioners for Nonsymmetric Saddle-Point Matrices with Application to the Incompressible Navier--Stokes Equations ⋮ Updated preconditioned Hermitian and skew-Hermitian splitting-type iteration methods for solving saddle-point problems ⋮ Multiplicative perturbation analysis for the generalized Cholesky block downdating problem ⋮ Perturbation analysis for the generalized Cholesky factorization. ⋮ Perturbation analysis for block downdating of the generalized Cholesky factorization ⋮ A note on the perturbation analysis for the generalized Cholesky factorization ⋮ Sensitivity analysis for the generalized Cholesky factorization ⋮ Improved rigorous multiplicative perturbation bounds for the generalized Cholesky factorization and the Cholesky-like factorization ⋮ The spectral properties of the Hermitian and skew-Hermitian splitting preconditioner for generalized saddle point problems ⋮ Factorized parallel preconditioner for the saddle point problem ⋮ Sensitivity analysis for the block Cholesky downdating problem

Cites Work

• Unnamed Item
• The convergence of inexact Chebyshev and Richardson iterative methods for solving linear systems
• A class of iterative methods for solving saddle point problems
• A Preconditioning Technique for Indefinite Systems Resulting from Mixed Approximations of Elliptic Problems
• A class of first order factorization methods
• Inexact and Preconditioned Uzawa Algorithms for Saddle Point Problems
• Iterative refinement of linear least squares solutions II

This page was built for publication: The generalized Cholesky factorization method for saddle point problems