Technical Report 2004-019

Eigenvalue Estimates for Preconditioned Saddle Point Matrices

Owe Axelsson and Maya Neytcheva

May 2004

New eigenvalue bounds for symmetric matrices of saddle point form are derived and applied for preconditioned versions of the matrices. The preconditioners enable efficient iterative solution of the corresponding linear systems with, for some important applications, an optimal order of computational complexity.

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