Constraint Preconditioners for Symmetric Indefinite Matrices

  • Authors:
  • Zhong-Zhi Bai;Michael K. Ng;Zeng-Qi Wang

  • Affiliations:
  • bzz@lsec.cc.ac.cn;mng@math.hkbu.edu.hk;wangzengqi@sjtu.edu.cn

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2009

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Abstract

We study the eigenvalue bounds of block two-by-two nonsingular and symmetric indefinite matrices whose $(1,1)$ block is symmetric positive definite and Schur complement with respect to its $(2,2)$ block is symmetric indefinite. A constraint preconditioner for this matrix is constructed by simply replacing the $(1,1)$ block by a symmetric and positive definite approximation, and the spectral properties of the preconditioned matrix are discussed. Numerical results show that, for a suitably chosen $(1,1)$ block-matrix, this constraint preconditioner outperforms the block-diagonal and the block-tridiagonal ones in iteration step and computing time when they are used to accelerate the GMRES method for solving these block two-by-two symmetric positive indefinite linear systems. The new results extend the existing ones about block two-by-two matrices of symmetric negative semidefinite $(2,2)$ blocks to those of general symmetric $(2,2)$ blocks.