A class of nonsymmetric preconditioners for saddle point problems
Botchev, M.A. and Golub, G.H. (2004) A class of nonsymmetric preconditioners for saddle point problems. [Report]

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Abstract:  For iterative solution of saddle point problems, a nonsymmetric preconditioning is studied which, with respect to the upperleft block of the system matrix, can be seen as a variant of SSOR. An idealized situation where the SSOR is taken with respect to the skewsymmetric part plus the diagonal part of the upperleft 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 innerouter iterative process. Numerical experiments with solution of linearized NavierStokes equations demonstrate efficiency of the new preconditioner, especially when the leftupper block is far from symmetric. 
Item Type:  Report 
Faculty:  Electrical Engineering, Mathematics and Computer Science (EEMCS) 
Research Group:  
Link to this item:  http://purl.utwente.nl/publications/64703 
Official URL:  http://wwwsccm.stanford.edu/pub/sccm/sccm0414.pdf 
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