• Corpus ID: 239885291

Eigenvalue Bounds for Double Saddle-Point Systems

@article{Bradley2021EigenvalueBF,
  title={Eigenvalue Bounds for Double Saddle-Point Systems},
  author={Susanne Bradley and Chen Greif},
  journal={ArXiv},
  year={2021},
  volume={abs/2110.13328}
}
We derive bounds on the eigenvalues of a generic form of double saddle-point matrices. The bounds are expressed in terms of extremal eigenvalues and singular values of the associated block matrices. Inertia and algebraic multiplicity of eigenvalues are considered as well. The analysis includes bounds for 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… 

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