New local generalized shift-splitting preconditioners for saddle point problems

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摘要

Based on a local generalized shift-splitting of the saddle point matrix with symmetric positive definite (1, 1)-block and symmetric positive semidefinite (2, 2)-block, a new local generalized shift-splitting preconditioner with two shift parameters for solving saddle point problems is proposed. The preconditioner is extracted from a new local generalized shift-splitting iteration and can lead to the unconditional convergence of the iteration. In addition, we consider solving the saddle point systems by preconditioned Krylov subspace methods and discuss some properties of the preconditioned saddle point matrix with a deteriorated preconditioner, such as eigenvalues, eigenvectors, and degree of the minimal polynomial. Numerical experiments arising from a finite element discretization model of the Stokes problem are given to validate the effectiveness of the proposed preconditioner.

论文关键词:Saddle point problem,Local generalized shift-splitting,Preconditioner,Convergence,Symmetric positive definite

论文评审过程:Received 8 July 2016, Revised 27 November 2016, Accepted 9 January 2017, Available online 19 January 2017, Version of Record 19 January 2017.

论文官网地址:https://doi.org/10.1016/j.amc.2017.01.014