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A note on constraint preconditioners for nonsymmetric saddle point problems
Authors:Yiqin Lin  Yimin Wei
Affiliation:1. Department of Mathematics and Computational Science, Hunan University of Science and Engineering, Yongzhou 425100, People's Republic of China;2. Institute of Mathematics, School of Mathematical Sciences, Fudan University, Shanghai 200433, People's Republic of China;3. Key Laboratory of Mathematics for Nonlinear Sciences, Ministry of Education, Fudan University, Shanghai, People's Republic of ChinaInstitute of Mathematics, School of Mathematical Sciences, Fudan University, Shanghai 200433, People's Republic of China===
Abstract:A class of constraint preconditioners for solving two‐by‐two block linear equations with the (1,2)‐block being the transpose of the (2,1)‐block and the (2,2)‐block being zero was investigated in a recent paper of Cao (Numer. Math. 2006; 103 :47–61). In this short note, we extend his idea by allowing the (1,2)‐block to be not equal to the transpose of the (2,1)‐block. Results concerning the spectrum, the form of the eigenvectors and the convergence behaviour of a Krylov subspace method, such as GMRES are presented. Copyright © 2007 John Wiley & Sons, Ltd.
Keywords:constraint preconditioner  generalized saddle point matrix  Schilders' factorization
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