A preconditioner for generalized saddle point problems

被引：374

作者：

Benzi, M ^{[1
]}

Golub, GH

机构：

[1] Emory Univ, Dept Math & Comp Sci, Atlanta, GA 30322 USA

[2] Stanford Univ, Sci Comp & Computat Math Program, Stanford, CA 94305 USA

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 2004年 / 26卷 / 01期

关键词：

saddle point problems; matrix splittings; iterative methods; preconditioning;

D O I：

10.1137/S0895479802417106

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

this paper we consider the solution of linear systems of saddle point type by preconditioned Krylov subspace methods. A preconditioning strategy based on the symmetric/skew-symmetric splitting of the coefficient matrix is proposed, and some useful properties of the preconditioned matrix are established. The potential of this approach is illustrated by numerical experiments with matrices from various application areas.

引用

页码：20 / 41

页数：22

共 64 条

[1]

[Anonymous], 1983, STUD MATH APPL

[2] A null space algorithm for mixed finite-element approximations of Darcy's equation [J].