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Iterative Solution of Saddle-Point Problems

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Book cover Saddle-Point Problems and Their Iterative Solution

Part of the book series: Nečas Center Series ((NECES))

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Abstract

Although sparse direct solvers are very competitive, they can be less efficient for challenging problems due to their storage and computational limitations. If we cannot solve the saddle-point problem directly, in many applications, we have to use some iterative method. Coupled iterative methods applied to the system (1.1) take some initial guess and generate approximate solutions for k = 1, … such that they satisfy . The convergence to the exact solution can be also measured using the residual vectors given as , where we eventually have .

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Authors and Affiliations

  1. Institute of Mathematics, Czech Academy of Sciences, Prague, Czech Republic

    Miroslav Rozložník

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  1. Miroslav Rozložník
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Rozložník, M. (2018). Iterative Solution of Saddle-Point Problems. In: Saddle-Point Problems and Their Iterative Solution. Nečas Center Series. Birkhäuser, Cham. https://doi.org/10.1007/978-3-030-01431-5_6

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