Preconditioners for Generalized Saddle-Point Problems

Siefert, Chris M.; de Sturler, Eric

Permalink

https://hdl.handle.net/2142/10812 Copy

Description

Title

Preconditioners for Generalized Saddle-Point Problems

Author(s)

• Siefert, Chris M.
• de Sturler, Eric

Issue Date

2004-06

Keyword(s)

Numerical Analysis

Abstract

We examine block-diagonal preconditioners and efficient variants of indefinite preconditioners for block two-by-two generalized saddle-point problems. We consider the general, nonsymmetric, nonsingular case. In particular, the (1,2) block need not equal the transposed (2,1) block. Our preconditioners arise from computationally efficient splittings of the (1,1) block. We provide analyses for the eigenvalue distributions and other properties of the preconditioned matrices. We extend the results of [de Sturler and Liesen 2003] to matrices with non-zero (2,2) block and to allow for the use of inexact Schur complements. To illustrate our eigenvalue bounds, we apply our analysis to a model Navier-Stokes problem, computing the bounds, comparing them to actual eigenvalue perturbations and examining the convergence behavior.

Type of Resource

text

Permalink

http://hdl.handle.net/2142/10812

Copyright and License Information

You are granted permission for the non-commercial reproduction, distribution, display, and performance of this technical report in any format, BUT this permission is only for a period of 45 (forty-five) days from the most recent time that you verified that this technical report is still available from the University of Illinois at Urbana-Champaign Computer Science Department under terms that include this permission. All other rights are reserved by the author(s).

Owning Collections