A class of nonsymmetric preconditioners for saddle point problems

Mikhail A. Bochev, G.H. Golub

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    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 left-upper block is far from symmetric.
    Original languageUndefined
    Place of PublicationEnschede
    PublisherUniversity of Twente
    Publication statusPublished - 2005

    Publication series

    NameMemoranda Mathematical Sciences
    No.1786
    ISSN (Print)1566-7782

    Keywords

    • MSC-65N22
    • MSC-65F22
    • MSC-65F10
    • METIS-227230
    • EWI-3606
    • MSC-65K10
    • IR-65970
    • MSC-65F35

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