Numerical solutions of symmetric saddle point problem by direct methods

Demonstratio mathematica

article

Alicja Smoktunowicz¹  Felicja Okulicka-Dłużewska¹ 

[1] Faculty of Mathematics and Information Science, Warsaw University of Technology

关键词: saddle point problem;    Householder transformation;    QR decomposition;    singular values;    backward error;    condition number;   

DOI  :  10.1515/dema-2013-0463

学科分类：外科医学

来源: De Gruyter

【 摘 要 】

Numerical stability of two main direct methods for solving the symmetric saddle point problem are analyzed. The first one is a generalization of Golub’s method for the augmented system formulation (ASF) and uses the Householder QR decomposition. The second method is supported by the singular value decomposition (SVD). Numerical comparison of some direct methods are given.

【 授权许可】

CC BY