Eigenvalue bounds for preconditioned symmetric multiple saddle-point matrices with block-triangular preconditioners

Abstract

We develop eigenvalue bounds for symmetric, block-tridiagonal multiple saddle-point linear systems, preconditioned with block-triangular matrices, based on approximate Schur complements. Irrespective on the number of blocks, we prove that all complex eigenvalues, with nontrivial imaginary part, are strictly contained in a circle within the complex plane, with center 1. The real and positive eigenvalues are bounded in terms of the extremal roots of a sequences of parametric polynomials. Numerical results reveal that the bounds describe very well the eigenvalue distribution of the preconditioned matrix.