A shift-splitting preconditioner for a class of block two-by-two linear systems

被引:22
|
作者
Zheng, Qingqing [1 ]
Lu, Linzhang [1 ,2 ]
机构
[1] Xiamen Univ, Sch Math Sci, Xiamen, Peoples R China
[2] Guizhou Normal Univ, Sch Math Sci, Guiyang, Peoples R China
基金
中国国家自然科学基金;
关键词
Block two-by-two matrices; Preconditioner; Convergence theory; Eigenvalue; Numerical experiment; SADDLE-POINT PROBLEMS; ITERATION METHOD; MATRICES;
D O I
10.1016/j.aml.2016.11.009
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we construct a shift-splitting preconditioner for a class of block two-by-two linear systems. The proposed preconditioner is extracted from a stationary iterative method which is unconditionally convergent. Moreover, the eigenvalue distribution of the corresponding preconditioned matrix is studied. Numerical experiments are presented to show that our new preconditioner can be quite competitive when used to precondition Krylov subspace iterative methods such as GMRES. (C) 2016 Elsevier Ltd. All rights reserved.
引用
收藏
页码:54 / 60
页数:7
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