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A method for verifying the accuracy of numerical solutions of symmetric saddle point linear systems

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Abstract

A fast numerical verification method is proposed for evaluating the accuracy of numerical solutions for symmetric saddle point linear systems whose diagonal blocks of the coefficient matrix are semidefinite matrices. The method is based on results of an algebraic analysis of a block diagonal preconditioning. Some numerical experiments are present to illustrate the usefulness of the method.

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Authors and Affiliations

  1. Graduate School of Fundamental Science and Engineering, Waseda University, Tokyo, 169-8555, Japan

    Ryo Kobayashi & Shin’ichi Oishi

  2. Graduate School of Science and Engineering, Saga University, Saga, 840-8502, Japan

    Takuma Kimura

Authors
  1. Ryo Kobayashi
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  2. Takuma Kimura
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  3. Shin’ichi Oishi
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Correspondence to Takuma Kimura.

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Kobayashi, R., Kimura, T. & Oishi, S. A method for verifying the accuracy of numerical solutions of symmetric saddle point linear systems. Numer Algor 76, 33–51 (2017). https://doi.org/10.1007/s11075-016-0240-6

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  • DOI: https://doi.org/10.1007/s11075-016-0240-6

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