The Maseeh Mathematics and Statistics Colloquium Series presents: Numerical Solution of Double Saddle-Point Systems

Speaker: Professor Chen Greif
Department of Computer Science, University of British Columbia

Title: Numerical Solution of Double Saddle-Point Systems

Abstract: Double saddle-point systems are drawing increasing attention in the past few years, due to the importance of relevant applications and the challenge in developing efficient numerical solvers. In this talk we describe some of their numerical properties. We derive eigenvalue bounds, expressed in terms of extremal eigenvalues and singular values of block submatrices. We also analyze the spectrum of preconditioned matrices based on block diagonal preconditioners using Schur complements, and it is shown that in this case the eigenvalues are clustered within a few intervals bounded away from zero, giving rise to rapid convergence of Krylov subspace solvers. A few numerical experiments illustrate our findings.

The faculty host of this speaker is Dr. Jeffrey Ovall