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A new constraint preconditioner based on the PGSS iteration method for non-Hermitian generalized saddle point problems

Author

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  • Wu, Hongyu
  • Xiang, Shuhuang

Abstract

For the non-Hermitian generalized saddle point problems, we propose a new constraint preconditioner. The new constraint preconditioner is constructed based on the preconditioned generalized shift-splitting (PGSS) iteration method. We also analyze the invertibility condition of the new preconditioner in detail. Moreover, the convergence properties of the new constraint preconditioning iteration method are derived. Finally, the effectiveness of the proposed preconditioner is illustrated by numerical experiments.

Suggested Citation

  • Wu, Hongyu & Xiang, Shuhuang, 2021. "A new constraint preconditioner based on the PGSS iteration method for non-Hermitian generalized saddle point problems," Applied Mathematics and Computation, Elsevier, vol. 396(C).
    • Handle: RePEc:eee:apmaco:v:396:y:2021:i:c:s0096300320308171
    DOI: 10.1016/j.amc.2020.125864
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    References listed on IDEAS

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    1. Fan, Hong-tao & Zhu, Xin-yun, 2015. "A generalized relaxed positive-definite and skew-Hermitian splitting preconditioner for non-Hermitian saddle point problems," Applied Mathematics and Computation, Elsevier, vol. 258(C), pages 36-48.
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