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A CLASS OF NONSYMMETRIC PRECONDITIONERS FOR SADDLE POINT PROBLEMS.

Authors :
Botchev, Mike A.
Golub, Gene H.
Source :
SIAM Journal on Matrix Analysis & Applications. 2005, Vol. 27 Issue 4, p1125-1149. 25p.
Publication Year :
2005

Abstract

For the iterative solution of saddle point problems, a nonsymmetric preconditioner is studied which, with respect to the upper-left block of the system matrix, can be seen as a variant of SSOR. An idealized situation where SSOR is taken with respect to the skew-symmetric part plus the diagonal part of the upper-left block is analyzed in detail. Since action of the preconditioner involves solution of a Schur complement system, an inexact form of the preconditioner can be of interest. This results in an inner-outer iterative process. Numerical experiments with solution of linearized Navier-Stokes equations demonstrate the efficiency of the new preconditioner, especially when the upper-left block is far from symmetric. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
08954798
Volume :
27
Issue :
4
Database :
Academic Search Index
Journal :
SIAM Journal on Matrix Analysis & Applications
Publication Type :
Academic Journal
Accession number :
22882743
Full Text :
https://doi.org/10.1137/040618680