Numerical Algorithms

, Volume 57, Issue 2, pp 273–287 | Cite as

On HSS-based constraint preconditioners for generalized saddle-point problems

Original Paper
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Abstract

For the generalized saddle-point problems with non-Hermitian (1,1) blocks, we present an HSS-based constraint preconditioner, in which the (1,1) block of the preconditioner is constructed by the HSS method for solving the non-Hermitian positive definite linear systems. We analyze the invertibility of the HSS-based constraint preconditioner and prove the convergence of the preconditioned iteration method. Numerical experiments are used to demonstrate the efficiency of the preconditioner as well as the corresponding preconditioned iteration method, especially when the (1,1) block of the saddle-point matrix is essentially non-Hermitian.

Keywords

Saddle-point problem Iterative method Preconditioning method Non-Hermitian indefinite linear system HSS-based preconditioner 

Mathematics Subject Classifications (2010)

65F08 65F10 65F22 65F35 65N22 
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Copyright information

© Springer Science+Business Media, LLC. 2010

Authors and Affiliations

  1. 1.School of Mathematics and StatisticsLanzhou UniversityLanzhouPeople’s Republic of China
  2. 2.Institute of Computational Mathematics and Scientific/Engineering ComputingAcademy of Mathematics and Systems Science, Chinese Academy of SciencesBeijingPeople’s Republic of China

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