OXFORD UNIVERSITY COMPUTING LABORATORY

Numerical Analysis Group Research Report NA-04/28


On implicit-factorization constraint preconditioners
H Sue Dollar, Nicholas I M Gould and Andrew J Wathen,

December 2004, 22 pages

Recently Dollar and Wathen [14] proposed a class of incomplete factorizations for saddle- point problems, based upon earlier work by Schilders [40]. In this paper, we generalize this class of preconditioners, and examine the spectral implications of our approach. Numerical tests indicate the efficacy of our preconditioners.


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