Eigenvalue Estimates for Preconditioned Nonsymmetric Saddle Point Matrices

  • Authors:
  • Shu-Qian Shen;Ting-Zhu Huang;Juan Yu

  • Affiliations:
  • sqshen@upc.edu.cn and yujuan@upc.edu.cn;tzhuang@uestc.edu.cn and tingzhuhuang@126.com;-

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2010

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Abstract

We present a valid lower bound for the real eigenvalues of a nonsymmetric saddle point matrix even if its $(2,2)$ block is singular. This bound, together with bounds introduced by Benzi and Simoncini in [Numer. Math., 103 (2006), pp. 173-196], is applied for the analysis of symmetric indefinite preconditioners and primal-based penalty preconditioners. Eigenvalue estimates for the Hermitian and skew-Hermitian splitting preconditioned saddle point matrices are also derived. The model problem of Stokes equations is used to illustrate the presented theoretical results.