### Abstract

^{-1}L

^{T}(δ) factorization constraint preconditioner for saddle-point systems using a threshold parameter δ. A transformed saddle-point matrix is partitioned into a block structure with blocks of order 1 and 2 constituting ‘a priori pivots’. Based on these pivots an incomplete LD

^{-1}L

^{T}(δ) factorization constraint preconditioner is computed that approaches an exact form as δ approaches zero. We prove that both the exact and incomplete factorizations exist such that the entries of the constraint block remain unaltered in the triangular factors. Numerical results are presented for validation.

Language | English |
---|---|

Pages | 76-107 |

Number of pages | 32 |

Journal | Linear Algebra and Its Applications |

Volume | 545 |

Issue number | May 2018 |

DOIs | |

State | Published - 15 May 2018 |

### Fingerprint

### Keywords

- Saddle-point matrices; Transformation; Incomplete factorization; Constraint preconditioner

### Cite this

*Linear Algebra and Its Applications*,

*545*(May 2018), 76-107. DOI: 10.1016/j.laa.2018.01.034

}

*Linear Algebra and Its Applications*, vol. 545, no. May 2018, pp. 76-107. DOI: 10.1016/j.laa.2018.01.034

**Threshold incomplete factorization constraint preconditioners for saddle-point matrices.** / Lungten, S.; Schilders, W.H.A.; Maubach, J.M.L.

Research output: Contribution to journal › Article › Academic › peer-review

TY - JOUR

T1 - Threshold incomplete factorization constraint preconditioners for saddle-point matrices

AU - Lungten,S.

AU - Schilders,W.H.A.

AU - Maubach,J.M.L.

PY - 2018/5/15

Y1 - 2018/5/15

N2 - This paper presents a drop-threshold incomplete LD-1LT (δ) factorization constraint preconditioner for saddle-point systems using a threshold parameter δ. A transformed saddle-point matrix is partitioned into a block structure with blocks of order 1 and 2 constituting ‘a priori pivots’. Based on these pivots an incomplete LD-1LT (δ) factorization constraint preconditioner is computed that approaches an exact form as δ approaches zero. We prove that both the exact and incomplete factorizations exist such that the entries of the constraint block remain unaltered in the triangular factors. Numerical results are presented for validation.

AB - This paper presents a drop-threshold incomplete LD-1LT (δ) factorization constraint preconditioner for saddle-point systems using a threshold parameter δ. A transformed saddle-point matrix is partitioned into a block structure with blocks of order 1 and 2 constituting ‘a priori pivots’. Based on these pivots an incomplete LD-1LT (δ) factorization constraint preconditioner is computed that approaches an exact form as δ approaches zero. We prove that both the exact and incomplete factorizations exist such that the entries of the constraint block remain unaltered in the triangular factors. Numerical results are presented for validation.

KW - Saddle-point matrices; Transformation; Incomplete factorization; Constraint preconditioner

U2 - 10.1016/j.laa.2018.01.034

DO - 10.1016/j.laa.2018.01.034

M3 - Article

VL - 545

SP - 76

EP - 107

JO - Linear Algebra and Its Applications

T2 - Linear Algebra and Its Applications

JF - Linear Algebra and Its Applications

SN - 0024-3795

IS - May 2018

ER -