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Iterative Solution of Saddle-Point Problems

  • Miroslav Rozložník
Chapter
Part of the Nečas Center Series book series (NECES)

Abstract

Although sparse direct solvers are very competitive, they can be less efficient for challenging problems due to their storage and computational limitations. If we cannot solve the saddle-point problem directly, in many applications, we have to use some iterative method. Coupled iterative methods applied to the system ( 1.1) take some initial guess Open image in new window and generate approximate solutions Open image in new window for k = 1, … such that they satisfy Open image in new window . The convergence to the exact solution Open image in new window can be also measured using the residual vectors given as Open image in new window , where we eventually have Open image in new window .

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Copyright information

© Springer Nature Switzerland AG 2018

Authors and Affiliations

  • Miroslav Rozložník
    • 1
  1. 1.Institute of MathematicsCzech Academy of SciencesPragueCzech Republic

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