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Symmetric saddle-point system, Schur complement, and block preconditioners
Definition
Let , , and . Let be symmetric positive definite, let have full row rank (meaning implies ), and let be symmetric positive definite. The saddle system and its matrix are Define the positive pressure Schur matrix In the block-LU convention of Block LU factorisation and the associated Schur complement, the trailing Schur complement of in is . The exact block solve first solves , then , and finally ; the theorem Exact Schur solve for a full-row-rank symmetric saddle system ↗ verifies this procedure and well-definedness.
For a scaling , the pressure-mass block-diagonal preconditioner is It is symmetric positive definite. If is its Cholesky factorization with lower triangular and positive on the diagonal, the symmetric preconditioned system is , with the usual change of unknown. This is the symmetric-preconditioning convention of Left preconditioning, right preconditioning, and symmetric preconditioning of a linear system. No spectral bound, Krylov iteration count, complexity estimate, or generic speed improvement is part of this definition.
Depends on
- The vector space $M_{m \times n}(F) := F^{\,m \times n}$ of $m$ by $n$ matrices over a field, with entrywise operations
- Rectangular matrix multiplication and the identity matrix $I_n$, including zero-sized shapes
- The transpose $A^{\mathsf T}$ of a matrix
- Invertible matrices and the general linear group $\operatorname{GL}_n(F)$
- Block LU factorisation and the associated Schur complement
- Left preconditioning, right preconditioning, and symmetric preconditioning of a linear system
- A matrix admits a Cholesky factorisation with positive diagonal exactly when it is Hermitian positive definite, and that factor is unique
- The reals form a field
Used by
- MINI Stokes block-preconditioned spectral intervals Corollary
- Steady MINI Stokes pressure-mass Schur bounds Corollary
- A scalar saddle system has golden-ratio preconditioned eigenvalues Example
- Exact Schur solve for a full-row-rank symmetric saddle system Theorem
- Pressure Schur equivalence from inf-sup, continuity, and stiffness scaling Theorem
- Spectrum of a symmetrically pressure-mass-preconditioned saddle system Theorem
Dependency tree · two levels
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Sources
- Michele Benzi, Gene H. Golub, and Jörg Liesen, Numerical solution of saddle point problems (standard reference, not scraped)