Numerical solutions of symmetric saddle point problem by direct methods
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AbstractNumerical stability of two main direct methods for solving the symmetric saddle point problem are analyzed. The first one is a generalization of Golub’s method for the augmented system formulation (ASF) and uses the Householder QR decomposition. The second method is supported by the singular value decomposition (SVD). Numerical comparison of some direct methods are given.
2013 ◽
pp. 1349-1349
2020 ◽
Vol 60
(11)
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pp. 1787-1809
2014 ◽
Vol 28
(3)
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pp. 605-613
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2012 ◽
Vol 5
(1)
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pp. 119-149
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Keyword(s):