We present unique and existing micro-block and induced macro-block Crout-based factorizations for matrices from regularized saddle-point problems with semi-positive de¿nite regularization block. For the classical case of saddle-point problems we show that the induced macro-block factorizations mostly reduces to the factorization presented in [24]. The presented factorization can be used as a direct solution algorithm for regularized saddle-point problems as well as it can be used a basis for the construction of preconditioners.
Name | CASA-report |
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Volume | 1207 |
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ISSN (Print) | 0926-4507 |
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