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Séminaire du GERAD : Saddle point systems with a maximally rank deficient leading block

Séminaire du GERAD : Saddle point systems with a maximally rank deficient leading block

Titre : Saddle point systems with a maximally rank deficient leading block

Conférencier : Chen Greif, The University of British Columbia, Canada

Résumé :

We consider nonsingular saddle-point matrices whose leading block is maximally rank deficient, and show that the inverse in this case has unique mathematical properties. We then develop a class of indefinite block preconditioners that rely on approximating the null space of the leading block. The preconditioned matrix is a product of two indefinite matrices but under certain conditions the conjugate gradient method can be applied and is rapidly convergent. Spectral properties of the preconditioners are observed and validated by numerical experiments.

This is joint work with Ron Estrin.

Entrée gratuite.
Bienvenue à tous!


Date

Jeudi 12 novembre 2015
Débute à 11h00

Prix

gratuit

Contact

Lieu

Université de Montréal - Pavillon André-Aisenstadt
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Montréal
QC
Canada
H3T 1N8
514 343-6111
4488

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