Abstract
Two-by-two block matrices of special form with square matrix blocks arise in important applications, such as in optimal control of partial differential equations and in high order time integration methods. Two solution methods involving very efficient preconditioned matrices, one based on a Schur complement reduction of the given system and one based on a transformation matrix with a perturbation of one of the given matrix blocks are presented. The first method involves an additional inner solution with the pivot matrix block but gives a very tight condition number bound when applied for a time integration method. The second method does not involve this matrix block but only inner solutions with a linear combination of the pivot block and the off-diagonal matrix blocks. Both the methods give small condition number bounds that hold uniformly in all parameters involved in the problem, i.e. are fully robust. The paper presents shorter proofs, extended and new results compared to earlier publications.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.