THE RESTRICTIVELY PRECONDITIONED CONJUGATE GRADIENT METHODS ON NORMAL RESIDUAL FOR BLOCK TWO-BY-TWO LINEAR SYSTEMS

The restrictively preconditioned conjugate gradient (RPCG) method is further developedto solve large sparse system of linear equations of a block two-by-two structure.Thebasic idea of this new approach is that we apply the RPCG method to the normal-residualequation of the block two-by-two linear system and construct each required approximatematrix by making use of the incomplete orthogonal factorization of the involved matrixblocks.Numerical experiments show that the new method,called the restrictively preconditionedconjugate gradient on normal residual (RPCGNR),is more robust and effective thaneither the known RPCG method or the standard conjugate gradient on normal residual(CGNR) method when being used for solving the large sparse saddle point problems.