On the preconditioning of three-by-three block saddle point problems
Numerical Analysis
2021-09-13 v2 Numerical Analysis
Abstract
We establish a new iterative method for solving a class of large and sparse linear systems of equations with three-by-three block coefficient matrices having saddle point structure. Convergence properties of the proposed method are studied in details and its induced preconditioner is examined for accelerating the convergence speed of generalized minimal residual (GMRES) method. More precisely, we analyze the eigenvalue distribution of the preconditioned matrix. Numerical experiments are reported to demonstrate the effectiveness of the proposed preconditioner.
Cite
@article{arxiv.2003.10522,
title = {On the preconditioning of three-by-three block saddle point problems},
author = {Hamed Aslani and Davod Khojasteh Salkuyeh and Fatemeh Panjeh Ali Beik},
journal= {arXiv preprint arXiv:2003.10522},
year = {2021}
}
Comments
16 pages, 3 Figures, Submitted