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Eigenvalue analysis of a generalized indefinite block triangular preconditioner for generalized saddle point problems

Junfeng Lu and Yiming Jin

Applied Mathematics and Computation, 2015, vol. 271, issue C, 389-399

Abstract: In this paper, we consider a generalized indefinite block triangular preconditioner for the generalized saddle point problems. The eigenvalue analysis of the preconditioned matrix is given, which generalizes the existing results in the literature. Some corrections to the theoretical or numerical results in the previously published works are also presented. Numerical experiments are provided to confirm the bounds for the eigenvalues of the preconditioned matrix, and illustrate the efficiency of the preconditioned GMRES.

Keywords: Saddle point problem; Block triangular preconditioner; Eigenvalue bound (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:271:y:2015:i:c:p:389-399

DOI: 10.1016/j.amc.2015.09.035

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