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A Modified Relaxed Positive-Semidefinite and Skew-Hermitian Splitting Preconditioner for Generalized Saddle Point Problems

Part of:Numerical linear algebra

Published online by Cambridge University Press:  31 January 2017

Yang Cao,
An Wang and
Yu-Juan Chen
Yang Cao*
Affiliation:
School of Transportation, Nantong University, Nantong 226019, P.R. ChinaJiangsu Key Laboratory for Numerical Simulation of Large Scale Complex Systems, Nanjing 210023, P.R. China
An Wang
Affiliation:
School of Sciences, Nantong University, Nantong 226019, P.R. China
Yu-Juan Chen
Affiliation:
School of Sciences, Nantong University, Nantong 226019, P.R. China
*
*Corresponding author. Email address:caoyangnt@ntu.edu.cn (Y. Cao)

Abstract

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Based on the relaxed factorization techniques studied recently and the idea of the simple-like preconditioner, a modified relaxed positive-semidefinite and skew-Hermitian splitting (MRPSS) preconditioner is proposed for generalized saddle point problems. Some properties, including the eigenvalue distribution, the eigenvector distribution and the minimal polynomial of the preconditioned matrix are studied. Numerical examples arising from the mixed finite element discretization of the Oseen equation are illustrated to show the efficiency of the new preconditioner.

Keywords

Generalized saddle point problemspositive-semidefinite and skew-Hermitian splittingpreconditioningKrylov subspace method

MSC classification

Secondary:65F10: Iterative methods for linear systems65F50: Sparse matrices

Information

Type
Research Article
Information
East Asian Journal on Applied Mathematics , Volume 7 , Issue 1 , February 2017, pp. 192 - 210
Copyright
Copyright © Global-Science Press 2017 

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