A Class of Nonsymmetric Preconditioners for Saddle Point Problems

نویسندگان

  • Mike A. Botchev
  • Gene H. Golub
چکیده

For iterative solution of saddle point problems, a nonsymmetric preconditioning is studied which, with respect to the upper-left block of the system matrix, can be seen as a variant of SSOR. An idealized situation where the SSOR is taken with respect to the skew-symmetric part plus the diagonal part of the upper-left block is analyzed in detail. Since action of the preconditioner involves solution of a Schur complement system, an inexact form of the preconditioner can be of interest. This results in an inner-outer iterative process. Numerical experiments with solution of linearized Navier-Stokes equations demonstrate efficiency of the new preconditioner, especially when the left-upper block is far from symmetric.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Preconditioners for Generalized Saddle-point Problems Preconditioners for Generalized Saddle-point Problems *

We examine block-diagonal preconditioners and efficient variants of indefinite preconditioners for block two-by-two generalized saddle-point problems. We consider the general, nonsymmetric, nonsingular case. In particular, the (1,2) block need not equal the transposed (2,1) block. Our preconditioners arise from computationally efficient splittings of the (1,1) block. We provide analyses for the...

متن کامل

A Class of Nonsymmetric Preconditioners for Saddle Point Problems Dedicated to Henk A. Van Der Vorst on Occasion of His 60th Birthday

For the iterative solution of saddle point problems, a nonsymmetric preconditioner is studied which, with respect to the upper-left block of the system matrix, can be seen as a variant of SSOR. An idealized situation where SSOR is taken with respect to the skew-symmetric part plus the diagonal part of the upper-left block is analyzed in detail. Since action of the preconditioner involves soluti...

متن کامل

Preconditioners for Generalized Saddle-Point Problems

We propose and examine block-diagonal preconditioners and variants of indefinite preconditioners for block two-by-two generalized saddle-point problems. That is, we consider the nonsymmetric, nonsingular case where the (2,2) block is small in norm, and we are particularly concerned with the case where the (1,2) block is different from the transposed (2,1) block. We provide theoretical and exper...

متن کامل

On the eigenvalues and eigenvectors of nonsymmetric saddle point matrices preconditioned by block triangular matrices

Block lower triangular and block upper triangular matrices are popular preconditioners for nonsymmetric saddle point matrices. In this note we show that a block lower triangular preconditioner gives the same spectrum as a block upper triangular preconditioner and that the eigenvectors of the two preconditioned systems are related. Nonsingular saddle point matrices of the form

متن کامل

ILU Preconditioners for Nonsymmetric Saddle-Point Matrices with Application to the Incompressible Navier-Stokes Equations

Motivated by the numerical solution of the linearized incompressible Navier–Stokes equations, we study threshold incomplete LU factorizations for nonsymmetric saddle-point matrices. The resulting preconditioners are used to accelerate the convergence of a Krylov subspace method applied to finite element discretizations of fluid dynamics problems in three space dimensions. The paper presents and...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • SIAM J. Matrix Analysis Applications

دوره 27  شماره 

صفحات  -

تاریخ انتشار 2006