Abstract
For the generalized saddle-point problems with non-Hermitian (1,1) blocks, we present an HSS-based constraint preconditioner, in which the (1,1) block of the preconditioner is constructed by the HSS method for solving the non-Hermitian positive definite linear systems. We analyze the invertibility of the HSS-based constraint preconditioner and prove the convergence of the preconditioned iteration method. Numerical experiments are used to demonstrate the efficiency of the preconditioner as well as the corresponding preconditioned iteration method, especially when the (1,1) block of the saddle-point matrix is essentially non-Hermitian.
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Zhang, GF., Ren, ZR. & Zhou, YY. On HSS-based constraint preconditioners for generalized saddle-point problems. Numer Algor 57, 273–287 (2011). https://doi.org/10.1007/s11075-010-9428-3
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DOI: https://doi.org/10.1007/s11075-010-9428-3
Keywords
- Saddle-point problem
- Iterative method
- Preconditioning method
- Non-Hermitian indefinite linear system
- HSS-based preconditioner