Validated Solutions of Saddle Point Linear Systems
Takuma Kimura, Xiaojun Chen · SIAM Journal on Matrix Analysis and Applications · 2009
We propose a fast verification method for saddle point linear systems where the (1,1) block is singular. The proposed verification method is based on an algebraic analysis of a block diagonal preconditioner and rounding mode controlled computations. Numerical comparison of several verification methods with various block diagonal preconditioners is given.