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arxiv: 1506.04661 · v1 · pith:PA77AWIEnew · submitted 2015-06-15 · 🧮 math.NA · cs.NA

A preconditioner based on the shift-splitting method for generalized saddle point problems

classification 🧮 math.NA cs.NA
keywords methodpreconditionerblockgeneralizedpointpositiveproblemsproposed
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In this paper, we propose a preconditioner based on the shift-splitting method for generalized saddle point problems with nonsymmetric positive definite (1,1)-block and symmetric positive semidefinite $(2,2)$-block. The proposed preconditioner is obtained from an basic iterative method which is unconditionally convergent. We also present a relaxed version of the proposed method. Some numerical experiments are presented to show the effectiveness of the method.

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