We develop eigenvalue bounds for symmetric, block tridiagonal multiple saddle-point linear systems, preconditioned with block diagonal matrices. We extend known results for 3x3 block systems obtained by Bradley & Greif, (2023) [9] and for 4x4 systems by Pearson & Potschka (2024) [18] to an arbitrary number of blocks. Moreover, our results generalize the bounds in Sogn & Zulehner (2019) [22, Thm. 2.6], developed for an arbitrary number of blocks with null diagonal blocks. Extension to the bounds when the Schur complements are approximated is also provided, using perturbation arguments. Practical bounds are also obtained for the double saddle-point linear system. Numerical experiments validate our findings
Eigenvalue bounds for preconditioned symmetric multiple saddle-point matrices / Bergamaschi, L.; Martinez, A.; Pearson, J. W.; Potschka, A.. - In: LINEAR ALGEBRA AND ITS APPLICATIONS. - ISSN 0024-3795. - ELETTRONICO. - (2026), pp. "-"-"-". [Epub ahead of print] [10.1016/j.laa.2026.01.016]
Eigenvalue bounds for preconditioned symmetric multiple saddle-point matrices
Martinez A.;
2026-01-01
Abstract
We develop eigenvalue bounds for symmetric, block tridiagonal multiple saddle-point linear systems, preconditioned with block diagonal matrices. We extend known results for 3x3 block systems obtained by Bradley & Greif, (2023) [9] and for 4x4 systems by Pearson & Potschka (2024) [18] to an arbitrary number of blocks. Moreover, our results generalize the bounds in Sogn & Zulehner (2019) [22, Thm. 2.6], developed for an arbitrary number of blocks with null diagonal blocks. Extension to the bounds when the Schur complements are approximated is also provided, using perturbation arguments. Practical bounds are also obtained for the double saddle-point linear system. Numerical experiments validate our findingsPubblicazioni consigliate
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