Numerical solution of saddle point problems
Abstract
Large linear systems of saddle point type arise in a wide variety of applications throughout computational science and engineering. Due to their indefiniteness and often poor spectral properties, such linear systems represent a significant challenge for solver developers. In recent years there has been a surge of interest in saddle point problems, and numerous solution techniques have been proposed for this type of system. The aim of this paper is to present and discuss a large selection of solution methods for linear systems in saddle point form, with an emphasis on iterative methods for large and sparse problems.
- Publication:
-
Acta Numerica
- Pub Date:
- 2005
- DOI:
- 10.1017/S0962492904000212
- Bibcode:
- 2005AcNum..14....1B