Strategies for Scaling and Pivoting for Sparse Symmetric Indefinite Problems
✍ Scribed by Duff, Iain S.; Pralet, Stéphane
- Book ID
- 118215841
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 2005
- Tongue
- English
- Weight
- 370 KB
- Volume
- 27
- Category
- Article
- ISSN
- 0895-4798
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## Abstract This paper is concerned with the numerical solution of a symmetric indefinite system which is a generalization of the Karush–Kuhn–Tucker system. Following the recent approach of Lukšan and Vlček, we propose to solve this system by a preconditioned conjugate gradient (PCG) algorithm and
New uniform estimates for multigrid algorithms are established for certain non-symmetric indefinite problems. In particular, we are concerned with the simple additive algorithm and multigrid (V(1, 0)-cycle) algorithms given in [5]. We prove, without full elliptic regularity assumption, that these al