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International Journal of Computer Mathematics

Volume 84, Issue 8, 2007

Special Issue: Fast Iterative and Preconditioning Methods for Linear and Non–Linear Systems

Block preconditioning for saddle point systems with indefinite (1, 1) block

Block preconditioning for saddle point systems with indefinite (1, 1) block

DOI:
10.1080/00207160701356605
Michele Benzia* & Jia Liub

pages 1117-1129

Available online: 28 Aug 2007

Abstract

We investigate the solution of linear systems of saddle point type with an indefinite (1, 1) block by preconditioned iterative methods. Our main focus is on block matrices arising from eigenvalue problems in incompressible fluid dynamics. A block triangular preconditioner based on an augmented Lagrangian formulation is shown to result in fast convergence of the GMRES iteration for a wide range of problem and algorithm parameters. Some theoretical estimates for the eigenvalues of the preconditioned matrices are given. Inexact variants of the preconditioner are also considered.

Keywords

 

Details

  • Citation information:
  • Available online: 28 Aug 2007

Author affiliations

  • a Department of Mathematics and Computer Science, Emory University, Atlanta, GA, 30322, USA
  • b Department of Mathematics and Statistics, University of West Florida, Pensacola, FL, 32514, USA

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Taylor & Francis Group