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A preconditioner based on the shift-splitting method for generalized saddle point problems (1506.04661v1)

Published 15 Jun 2015 in math.NA

Abstract: In this paper, we propose a preconditioner based on the shift-splitting method for generalized saddle point problems with nonsymmetric positive definite (1,1)-block and symmetric positive semidefinite $(2,2)$-block. The proposed preconditioner is obtained from an basic iterative method which is unconditionally convergent. We also present a relaxed version of the proposed method. Some numerical experiments are presented to show the effectiveness of the method.

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