A modified new matrix splitting preconditioner for double saddle point problems. (English) Zbl 1530.65034
Summary: In this paper, a new matrix splitting (NS) is given based on the coefficient matrix of the double saddle point problems, and a modified new matrix splitting (MNS) preconditioner is also proposed. Theoretical analysis proves that the iteration method produced by the MNS preconditioner is convergent with any positive parameters under assumed conditions and the eigenvalues of the MNS preconditioned matrix are located in a positive interval. Numerical examples verify the efficiency of the proposed preconditioner.
MSC:
| 65F08 | Preconditioners for iterative methods |
| 65F10 | Iterative numerical methods for linear systems |
| 65F50 | Computational methods for sparse matrices |
Keywords:
double saddle point problems; matrix splitting; preconditioning; spectral properties; GMRES methodReferences:
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