Spectral Analysis of Saddle Point Matrices with Indefinite Leading Blocks

Abstract

We provide eigenvalue intervals for symmetric saddle point and regularized saddle point matrices in the case where the (1,1) block may be indefinite. These generalize known results for the definite (1,1) case. We also study the spectral properties of the equivalent augmented formulation, which is an alternative to explicitly dealing with the indefinite (1,1) block. Such an analysis may be used to assess the convergence of suitable Krylov subspace methods. We conclude with spectral analyses of the effects of common block-diagonal preconditioners.