A New Preconditioner with Two Variable Relaxation Parameters for Saddle Point Linear Systems with Highly Singular(1,1) Blocks

Yuping Zeng, Chenliang Li

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DOI: 10.4236/ajcm.2011.14030                

Abstract

In this paper, we provide new preconditioner for saddle point linear systems with (1,1) blocks that have a high nullity. The preconditioner is block triangular diagonal with two variable relaxation paremeters and it is extension of results in [1] and [2]. Theoretical analysis shows that all eigenvalues of preconditioned matrix is strongly clustered. Finally, numerical tests confirm our analysis.

Keywords

Saddle Point Linear Systems, Block Triangular Preconditioner, Krylov Subspace Methods

Conflicts of Interest

The authors declare no conflicts of interest.

References

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