An Algebraic Analysis of a Block Diagonal Preconditioner for Saddle Point Systems

Authors:
Gene H. Golub;Chen Greif;James M. Varah
Affiliations:
-;-;-
Venue:
SIAM Journal on Matrix Analysis and Applications
Year:
2005

Citing 0
Cited 4

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Spectral Analysis of Saddle Point Matrices with Indefinite Leading Blocks

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Evaluation of ST preconditioners for saddle point problems

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A note on spectrum analysis of augmentation block Schur complement preconditioners

Numerical Algorithms

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Abstract

We consider a positive definite block preconditioner for solving saddle point linear systems. An approach based on augmenting the (1,1) block while keeping its condition number small is described, and algebraic analysis is performed. Ways of selecting the parameters involved are discussed, and analytical and numerical observations are given.