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Block Preconditioners for Saddle Point Problems
Authors:Leigh Little  Yousef Saad
Institution:(1) Department of Computational Sciences, State University of New York, College at Brockport, 350 New Campus Drive, Brockport, NY 14420, USA;(2) Department of Computer Science and Engineering, University of Minnesota, Minneapolis, MN 55455, USA
Abstract:A general purpose block LU preconditioner for saddle point problems is presented. A major difference between the approach presented here and that of other studies is that an explicit, accurate approximation of the Schur complement matrix is efficiently computed. This is used to obtain a preconditioner to the Schur complement matrix which in turn defines a preconditioner for the global system. A number of variants are developed and results are reported for a few linear systems arising from CFD applications.
Keywords:saddle point problem  preconditioning methods  incomplete LU  block LU
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