A new relaxed HSS preconditioner for saddle point problems. (English) Zbl 1367.65044
The authors study the numerical solution of saddle point problems. In the last decades many iterative methods were proposed to solve saddle point problems and many preconditioners were presented. Within this context, the paper presents a new preconditioner which can be considered as a relaxed version of the known HSS (Hermitian and skew-Hermitian splitting) preconditioner and is called REHSS. Some properties of REHSS are studied in details and the related algorithm is given. Then numerical experiments are reported which illustrate the effectiveness of REHSS, which behaves in general better than other known preconditioners (HSS included).
Reviewer: Raffaella Pavani (Milano)
MSC:
| 65F08 | Preconditioners for iterative methods |
| 65F10 | Iterative numerical methods for linear systems |
Keywords:
saddle point problems; Hermitian and skew-Hermitian splitting preconditioner; algorithm; numerical experimentSoftware:
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