Projected Krylov Methods for Saddle-Point Systems

  title={Projected Krylov Methods for Saddle-Point Systems},
  author={Nicholas I. M. Gould and Dominique Orban and Tyrone Rees},
  journal={SIAM J. Matrix Analysis Applications},
Projected Krylov methods are full-space formulations of Krylov methods that take place in a nullspace. Provided projections into the nullspace can be computed accurately, those methods only require products between an operator and vectors lying in the nullspace. In the symmetric case, their convergence is thus entirely described by the spectrum of the (preconditioned) operator restricted to the nullspace. We provide systematic principles for obtaining the projected form of any well-defined… CONTINUE READING