Spectral properties of a class of matrix splitting preconditioners for saddle point problems

摘要

Based on the accelerated Hermitian and skew-Hermitian splitting iteration scheme (Bai and Golub, 2007), we propose a new two-parameter matrix splitting preconditioner in this paper. Spectral properties of the preconditioned matrix are analyzed in detail. Furthermore, based on this preconditioner, an improved version of matrix splitting preconditioner is presented and analyzed. Finally, performance of the preconditioners is compared by using GMRES(m) as an iterative solver on linear systems arising from the discretization of Stokes and Navier–Stokes equations.