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A new relaxed HSS preconditioner for saddle point problems (1603.02120v2)

Published 7 Mar 2016 in math.NA

Abstract: We present a preconditioner for saddle point problems. The proposed preconditioner is extracted from a stationary iterative method which is convergent under a mild condition. Some properties of the preconditioner as well as the eigenvalues distribution of the preconditioned matrix are presented. The preconditioned system is solved by a Krylov subspace method like restarted GMRES. Finally, some numerical experiments on test problems arisen from finite element discretization of the Stokes problem are given to show the effectiveness of the preconditioner.

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