1. Shift-splitting preconditioners for saddle point problems.
- Author
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Yang Cao, Jun Du, and Qiang Niu
- Subjects
- *
SADDLEPOINT approximations , *STOCHASTIC convergence , *ITERATIVE methods (Mathematics) , *PROBLEM solving , *NUMERICAL analysis , *MATHEMATICAL analysis - Abstract
In this paper, we first present a shift-splitting preconditioner for saddle point problems. The preconditioner is based on a shift-splitting of the saddle point matrix, resulting in an unconditional convergent fixed-point iteration. Based on the idea of the splitting, we further propose a local shift-splitting preconditioner. Some properties of the local shift-splitting preconditioned matrix are studied. These preconditioners extend those studied by Bai, Yin and Su for solving non-Hermitian positive definite linear systems (Bai et al., 2006). Finally, numerical experiments of a model Stokes problem are presented to show the effectiveness of the proposed preconditioners. [ABSTRACT FROM AUTHOR]
- Published
- 2014
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