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Numerical solutions of symmetric saddle point problem by direct methods

机译:Numerical solutions of symmetric saddle point problem by direct methods

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摘要

Numerical stability of two main direct methods for solving the symmetric saddle point problem are analyzed. The first one is a generalization of Golub’s method for the augmented system formulation (ASF) and uses the Householder QR decomposition. The second method is supported by the singular value decomposition (SVD). Numerical comparison of some direct methods are given.

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