On spectral clustering of HSS preconditioner for generalized saddle-point matrices

被引:18
|
作者
Bai, Zhong-Zhi [1 ]
机构
[1] Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci Engn Comp, POB 2719, Beijing 100190, Peoples R China
关键词
Generalized saddle-point problem; Hermitian and skew-Hermitian splitting; Preconditioning; Spectral property; LINEAR-SYSTEMS;
D O I
10.1016/j.laa.2018.06.022
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
For the nonsingular generalized saddle-point matrix of a Hermitian positive definite or semidefinite leading block, we rigorously analyze clustering property for the eigenvalues of the corresponding preconditioned matrix with respect to the Hermitian and skew-Hermitian splitting preconditioner. The result shows that these eigenvalues are clustered around 0(+), 2(-), and a few points located on the unit circle centered at 1, as the iteration parameter is close to 0. (C) 2018 Elsevier Inc. All rights reserved.
引用
收藏
页码:285 / 300
页数:16
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