Abstract
The analysis of the Augmented Lagrangian Method for Symmetric Saddle Point Problem (SPP) takes the condition numbers of the (1,1) block and the Schur’s complement under consideration. The solution of the SSP requires the proper calculation in the case of the direct method and proper approximations of the inverse of the (1,1) block and of the Schur’s complement when the iterative method is used. The condition number plays the important role in the calculation of such approximations. For the theoretical analysis the Generalized Singular Value Decomposition (GSVD) is used.
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