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A New Preconditioner with Two Variable Relaxation Parameters for Saddle Point Linear Systems with Highly Singular(1,1) Blocks
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American Journal of Computational Mathematics·Volume 01 (2011)·Pages 252–255·Published 22 December 2011·DOI10.4236/ajcm.2011.14030
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Abstract
In this paper, we provide new preconditioner for saddle point linear systems with (1,1) blocks that have a high nullity. The preconditioner is block triangular diagonal with two variable relaxation paremeters and it is extension of results in [1] and [2]. Theoretical analysis shows that all eigenvalues of preconditioned matrix is strongly clustered. Finally, numerical tests confirm our analysis.
KeywordsSaddle Point Linear SystemsBlock Triangular PreconditionerKrylov Subspace Methods
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