Abstract
We propose an alternative iterative method to solve rank deficient problems arising in many real applications such as the finite element approximation to the Stokes equation and computational genetics. Our main contribution is to transform the rank deficient problem into a smaller full rank problem, with structure as sparse as possible. The new system improves the condition number greatly. Numerical experiments suggest that the new iterative method works very well for large sparse rank deficient saddle point problems.
| Original language | English |
|---|---|
| Pages (from-to) | 139-154 |
| Number of pages | 16 |
| Journal | Numerical Algorithms |
| Volume | 35 |
| Issue number | 2-4 |
| DOIs | |
| Publication status | Published - Apr 2004 |
Scopus Subject Areas
- Applied Mathematics
User-Defined Keywords
- ABS method
- Conjugate gradient method
- Direct projection method
- Finite element approximation
- Navier-Stokes equation
- Preconditioner
- Rank deficient problem
- Saddle point problem
- Sparse scientific computing