Displaying similar documents to “A Schur method for the solution of the matrix Riccati equation.”

Preconditioning of two-by-two block matrix systems with square matrix blocks, with applications

Owe Axelsson (2017)

Applications of Mathematics

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Two-by-two block matrices of special form with square matrix blocks arise in important applications, such as in optimal control of partial differential equations and in high order time integration methods. Two solution methods involving very efficient preconditioned matrices, one based on a Schur complement reduction of the given system and one based on a transformation matrix with a perturbation of one of the given matrix blocks are presented. The first method involves an additional...