Spectral properties of a class of matrix splitting preconditioners for saddle point problems

Rui Rui Wang, Qiang Niu*, Fei Ma, Lin Zhang Lu

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

6 Citations (Scopus)

Abstract

Based on the accelerated Hermitian and skew-Hermitian splitting iteration scheme (Bai and Golub, 2007), we propose a new two-parameter matrix splitting preconditioner in this paper. Spectral properties of the preconditioned matrix are analyzed in detail. Furthermore, based on this preconditioner, an improved version of matrix splitting preconditioner is presented and analyzed. Finally, performance of the preconditioners is compared by using GMRES(m) as an iterative solver on linear systems arising from the discretization of Stokes and Navier-Stokes equations.

Original languageEnglish
Pages (from-to)138-151
Number of pages14
JournalJournal of Computational and Applied Mathematics
Volume298
DOIs
Publication statusPublished - 15 May 2016

Keywords

  • GMRES
  • Matrix splitting iteration
  • Preconditioner
  • Saddle point problem

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