The antitriangular factorisation of saddle point matrices

Pestana, Jennifer and Wathen, Andrew (2014) The antitriangular factorisation of saddle point matrices. SIAM Journal on Matrix Analysis and Applications, 35. 339–353. ISSN 0895-4798

[img]
Preview
Text (Pestana-Wathen-SIAMJMAA-the-antitriangular-factorisation-of-saddle-point-matrices)
Pestana_Wathen_SIAMJMAA_the_antitriangular_factorisation_of_saddle_point_matrices.pdf
Accepted Author Manuscript

Download (269kB)| Preview

    Abstract

    Mastronardi and Van Dooren [SIAM J. Matrix Anal. Appl., 34 (2013), pp. 173--196] recently introduced the block antitriangular (``Batman'') decomposition for symmetric indefinite matrices. Here we show the simplification of this factorization for saddle point matrices and demonstrate how it represents the common nullspace method. We show that rank-1 updates to the saddle point matrix can be easily incorporated into the factorization and give bounds on the eigenvalues of matrices important in saddle point theory. We show the relation of this factorization to constraint preconditioning and how it transforms but preserves the structure of block diagonal and block triangular preconditioners.