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

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摘要

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.

论文关键词:Saddle point problem,Block triangular preconditioner,Eigenvalue bound

论文评审过程:Received 30 July 2014, Revised 7 July 2015, Accepted 14 September 2015, Available online 30 September 2015, Version of Record 30 September 2015.

论文官网地址:https://doi.org/10.1016/j.amc.2015.09.035