Constraint preconditioners for solving singular saddle point problems

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:238

Article

Zhang, Naimin¹  Shen, Pan¹ 

[1] Wenzhou Univ, Sch Math & Informat Sci, Wenzhou 325035, Peoples R China

关键词: Singular linear systems;    Saddle point problems;    Constraint preconditioner;    Convergence;   

DOI  :  10.1016/j.cam.2012.08.025

来源: Elsevier

【 摘 要 】

We study constraint preconditioners for solving singular saddle point problems. We analyze properties of the preconditioned matrices, in particular their eigenvalue distributions, and prove that for solving singular saddle point problems by preconditioned GMRES methods with constraint preconditioners. GMRES will determine the least squares solutions at breakdown. In addition, we present some numerical examples to demonstrate the convergence behavior of preconditioned GMRES for solving singular saddle point problems. Crown Copyright (C) 2012 Published by Elsevier B.V. All rights reserved.

【 授权许可】

Free