A New Preconditioner with Two Variable Relaxation Parameters for Saddle Point Linear Systems with Highly Singular(1,1) Blocks

• 作者: Chenliang Li Yuping Zeng
• 来源期刊: 美国计算数学期刊(英文)
• 学科: 数学
• 关键词: SADDLE Point Linear Systems Block TRIANGULAR PRECONDITIONER Krylov SUBSPACE Methods
• 年，卷（期）: 2011,（4）
• 页码范围: 252-255
• 页数: 4页
• 分类号: O1

摘要

In this paper, we provide new preconditioner for saddle point linear systems with (1,1) blocks that have a high nullity. The preconditioner is block triangular diagonal with two variable relaxation paremeters and it is extension of results in [1] and [2]. Theoretical analysis shows that all eigenvalues of preconditioned matrix is strongly clustered. Finally, numerical tests confirm our analysis.