Micro- and macro-block factorizations for regularized saddle point systems

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Abstract

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.
Original languageEnglish
Place of PublicationEindhoven
PublisherTechnische Universiteit Eindhoven
Number of pages25
Publication statusPublished - 2012

Publication series

NameCASA-report
Volume1207
ISSN (Print)0926-4507

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