Numerical Solution of Double Saddle-Point Systems

Double saddle-point systems are drawing increasing attention in the past few years, due to the importance of multiphysics applications and recent advances in the solution of indefinite linear systems. In this talk I will describe some of the numerical properties of these linear systems. Eigenvalue bounds will be presented, and we will show what role Schur complements and nested Schur complements play in preconditioning. Some numerical experiments on the Stokes-Darcy equations will be described.

This seminar is part of the Recent Progress and Open Directions in Matrix Computations series.