Article ID Journal Published Year Pages File Type
5775761 Applied Mathematics and Computation 2017 15 Pages PDF
Abstract
A new relaxed PSS-like iteration scheme for the nonsymmetric saddle point problem is proposed. As a stationary iterative method, the new variant is proved to converge unconditionally. When used for preconditioning, the preconditioner differs from the coefficient matrix only in the upper-right components. The theoretical analysis shows that the preconditioned matrix has a well-clustered eigenvalues around (1, 0) with a reasonable choice of the relaxation parameter. This sound property is desirable in that the related Krylov subspace method can converge much faster, which is validated by numerical examples.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
, , ,