Threshold incomplete factorization constraint preconditioners for saddle-point matrices

Research output: Contribution to journalArticleAcademicpeer-review

1 Citation (Scopus)
1 Downloads (Pure)

Abstract

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.
Original languageEnglish
Pages (from-to)76-107
Number of pages32
JournalLinear Algebra and Its Applications
Volume545
Issue numberMay 2018
DOIs
Publication statusPublished - 15 May 2018

Keywords

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

Fingerprint Dive into the research topics of 'Threshold incomplete factorization constraint preconditioners for saddle-point matrices'. Together they form a unique fingerprint.

Cite this