A class of nonsymmetric preconditioners for saddle point problems

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Botchev, M.A. and Golub, G.H. (2005) A class of nonsymmetric preconditioners for saddle point problems. [Report]

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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.
Item Type:Report
Faculty:
Electrical Engineering, Mathematics and Computer Science (EEMCS)
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Link to this item:http://purl.utwente.nl/publications/65970
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