A Class of Nonsymmetric Preconditioners for Saddle Point Problems
Botchev, M.A. and Golub, G.H. (2006) A Class of Nonsymmetric Preconditioners for Saddle Point Problems. SIAM Journal on Matrix Analysis and Applications, 27 (4). pp. 11251149. ISSN 08954798

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Abstract:  For the iterative solution of saddle point problems, a nonsymmetric preconditioner 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 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 the efficiency of the new preconditioner, especially when the upperleft block is far from symmetric. 
Item Type:  Article 
Additional information:  Please different possible spellings of the first author's name: "Botchev" or "Bochev" 
Copyright:  ©2006 Society for Industrial and Applied Mathematics 
Faculty:  Electrical Engineering, Mathematics and Computer Science (EEMCS) 
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Link to this item:  http://purl.utwente.nl/publications/66838 
Official URL:  http://dx.doi.org/10.1137/040618680 
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