An inexact relaxed DPSS preconditioner for saddle point problem

Na Huang, Chang-Feng Ma and Ya-Jun Xie

Applied Mathematics and Computation, 2015, vol. 265, issue C, 431-447

Abstract: Based on the relaxed deteriorated positive-definite and skew-Hermitian splitting (DPSS) preconditioner, in this paper, we proposed a class of relaxed deteriorated positive-definite and skew-Hermitian splitting (RDPSS) preconditioner for solving the saddle point problem. The proposed RDPSS preconditioner is a technical modification of the deteriorated positive-definite and skew-Hermitian splitting (DPSS) preconditioner [36]. The PSS preconditioner is a straightforward application of the positive-definite and skew-Hermitian splitting (PSS) iteration method for solving non-Hermitian positive definite linear systems initially established by Bai et al. [37]. Numerical results have shown that the proposed RDPSS preconditioner is advantageous over the existing DPSS preconditioner.

Keywords: Saddle point problem; Relaxed DPSS; Preconditioner; Eigenvalue; Convergence; Numerical results (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:265:y:2015:i:c:p:431-447

DOI: 10.1016/j.amc.2015.05.025

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