The generalized Cholesky factorization method for saddle point problems

摘要

Over the past 10 years, a variety of iterative methods for saddle point problems have been proposed. In this paper, we present a class of direct methods, the so-called generalized Cholesky factorization method, for solving linear systems arising from saddle point problems or discretization of the Stokes equations. Numerical results illustrate the efficiency of new methods given in this paper.