SPECTRAL ANALYSIS OF THE MGSS PRECONDITIONER FOR SINGULAR SADDLE POINT PROBLEMS

被引:1
作者
Rahimian, Maryam [1 ]
Salkuyeh, Davod Khojasteh [1 ]
机构
[1] Univ Guilan, Fac Math Sci, Rasht, Iran
来源
JOURNAL OF APPLIED MATHEMATICS & INFORMATICS | 2020年 / 38卷 / 1-2期
关键词
Saddle point problem; Singular; preconditioner; eigenvalue; symmetric positive definite; bound; SHIFT-SPLITTING PRECONDITIONER;
D O I
10.14317/jami.2020.175
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Recently Salkuyeh and Rahimian in (Comput. Math. Appl. 74 (2017) 2940-2949) proposed a modification of the generalized shift-splitting (MGSS) method for solving singular saddle point problems. In this paper, we present the spectral analysis of the MGSS preconditioner when it is applied to precondition the singular saddle point problems with the (1, 1) block being symmetric. Some eigenvalue bounds for the spectrum of the preconditioned matrix are given. We show that all the real eigenvalues of the preconditioned matrix are in a positive interval and all nonzero eigenvalues having nonzero imaginary part are contained in an intersection of two circles.
引用
收藏
页码:175 / 187
页数:13
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