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2015•Journal of Numerical MathematicsRequires access

A relaxed splitting preconditioner for saddle point problems

Cui-Xia Li, Shi-Liang Wu, Aiqun Huang

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Abstract

Abstract In this paper, we introduce a relaxed splitting preconditioner for saddle point problems. Spectral properties of the preconditioned matrix are analyzed and compared with the closely related preconditioner in recent paper [New preconditioners for saddle point problems, Appl. Math. Comput. 172 (2006), 762-771] by Pan et al. Numerical experiments are given to illustrate the efficiency of the proposed precoditioner.

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What this paper is about

Abstract In this paper, we introduce a relaxed splitting preconditioner for saddle point problems. Spectral properties of the preconditioned matrix are analyzed and compared with the closely related preconditioner in recent paper [New preconditioners for saddle point problems, Appl. Math. Comput. 172 (2006), 762-771] by Pan et al. Numerical experiments are given to illustrate the efficiency of the proposed precoditioner.

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Available abstract

Abstract In this paper, we introduce a relaxed splitting preconditioner for saddle point problems. Spectral properties of the preconditioned matrix are analyzed and compared with the closely related preconditioner in recent paper [New preconditioners for saddle point problems, Appl. Math. Comput. 172 (2006), 762-771] by Pan et al. Numerical experiments are given to illustrate the efficiency of the proposed precoditioner.

Key concepts: Preconditioner, Saddle point, Mathematics, Saddle, Matrix (chemical analysis), Point (geometry), Applied mathematics, Mathematical optimization

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