Saddle-Point Problems and Their Iterative Solution
This book provides essential lecture notes on solving large linear saddle-point systems, which arise in a wide range of applications and often pose computational challenges in science and engineering. The focus is on discussing the particular properties of such linear systems, and a large selection...
Κύριος συγγραφέας: | |
---|---|
Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Cham :
Springer International Publishing : Imprint: Birkhäuser,
2018.
|
Έκδοση: | 1st ed. 2018. |
Σειρά: | Nečas Center Series,
|
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Introductory remarks. Formulation of saddle-point problem
- Applications leading to saddle-point problems. Augmented systems in least squares problems. Saddle point problems from the discretization of partial differential equations with constraints. Kuhn-Karush-Tucker (KKT) systems in interior-point methods
- Properties of saddle point matrices. The inverse of a saddle-point matrix. Spectral properties of saddle-point matrices
- Solution approaches for saddle-point problems. Schur complement reduction. Null-space projection method
- Direct methods for symmetric indefinite systems. Direct solution of saddle-point problems
- AIterative solution of saddle-point problems. Stationary iteration methods. Krylov subspace methods. Preconditioned Krylov subspace methods
- Saddle-point preconditioners. Block diagonal and triangular preconditioners. Indefinite preconditioning
- Implementation and numerical behavior of saddle-point solvers
- Case study: Polluted undeground water flow modelling in porous media.