Numerical solution of saddle point problems
Large linear systems of saddle point type arise in a wide variety of applications throughout computational science and engineering. Due to their indefiniteness and often poor spectral properties, such linear systems represent a significant challenge for solver developers. In recent years there has been a surge of interest in saddle point problems, and numerous solution techniques have been proposed for this type of system. The aim of this paper is to present and discuss a large selection of solution methods for linear systems in saddle point form, with an emphasis on iterative methods for large and sparse problems.
We dedicate this paper to Gil Strang on the occasion of his 70th birthday
1 Supported in part by the National Science Foundation grant DMS-0207599.
2 Supported in part by the Department of Energy of the United States Government.
3 Supported in part by the Emmy Noether Programm of the Deutsche Forschungs-gemeinschaft.