On block preconditioners for saddle point problems with singular or indefinite (1, 1) block |
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Authors: | Piotr Krzyżanowski |
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Affiliation: | Institute of Applied Mathematics, University of Warsaw, Banacha 2, 02‐097 Warszawa, Poland |
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Abstract: | We discuss a class of preconditioning methods for the iterative solution of symmetric algebraic saddle point problems, where the (1, 1) block matrix may be indefinite or singular. Such problems may arise, e.g. from discrete approximations of certain partial differential equations, such as the Maxwell time harmonic equations. We prove that, under mild assumptions on the underlying problem, a class of block preconditioners (including block diagonal, triangular and symmetric indefinite preconditioners) can be chosen in a way which guarantees that the convergence rate of the preconditioned conjugate residuals method is independent of the discretization mesh parameter. We provide examples of such preconditioners that do not require additional scaling. Copyright © 2010 John Wiley & Sons, Ltd. |
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Keywords: | saddle point problems preconditioned conjugate residuals preconditioning |
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