Some preconditioning techniques for a class of double saddle point problems
Numerical Analysis
2023-07-04 v1 Numerical Analysis
Abstract
In this paper, we describe and analyze the spectral properties of a number of exact block preconditioners for a class of double saddle point problems. Among all these, we consider an inexact version of a block triangular preconditioner providing extremely fast convergence of the FGMRES method. We develop a spectral analysis of the preconditioned matrix showing that the complex eigenvalues lie in a circle of center (1,0) and radius 1, while the real eigenvalues are described in terms of the roots of a third order polynomial with real coefficients. Numerical examples are reported to illustrate the efficiency of inexact versions of the proposed preconditioners, and to verify the theoretical bounds.
Keywords
Cite
@article{arxiv.2307.00525,
title = {Some preconditioning techniques for a class of double saddle point problems},
author = {Fariba Balani Bakrani and Luca Bergamaschi and Angeles Martinez and Masoud Hajarian},
journal= {arXiv preprint arXiv:2307.00525},
year = {2023}
}
Comments
19 pages, 3 Figures