Numerical Algorithms

, Volume 33, Issue 1, pp 367–379

Block Preconditioners for Saddle Point Problems

  • Leigh Little
  • Yousef Saad

DOI: 10.1023/A:1025544928604

Cite this article as:
Little, L. & Saad, Y. Numerical Algorithms (2003) 33: 367. doi:10.1023/A:1025544928604


A general purpose block LU preconditioner for saddle point problems is presented. A major difference between the approach presented here and that of other studies is that an explicit, accurate approximation of the Schur complement matrix is efficiently computed. This is used to obtain a preconditioner to the Schur complement matrix which in turn defines a preconditioner for the global system. A number of variants are developed and results are reported for a few linear systems arising from CFD applications.

saddle point problem preconditioning methods incomplete LU block LU 

Copyright information

© Kluwer Academic Publishers 2003

Authors and Affiliations

  • Leigh Little
    • 1
  • Yousef Saad
    • 2
  1. 1.Department of Computational SciencesState University of New York, College at BrockportBrockportUSA
  2. 2.Department of Computer Science and EngineeringUniversity of MinnesotaMinneapolisUSA

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