A Preconditioner for Generalized Saddle Point Problems

  • Authors:
  • Michele Benzi;Gene H. Golub

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2005

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Abstract

In this paper we consider the solution of linear systems of saddle point type by preconditioned Krylov subspace methods. A preconditioning strategy based on the symmetric\slash skew-symmetric splitting of the coefficient matrix is proposed, and some useful properties of the preconditioned matrix are established. The potential of this approach is illustrated by numerical experiments with matrices from various application areas.