An efficient numerical method for preconditioned saddle point problems |
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Authors: | Dongping LiJingyu Zhao Guofeng Zhang |
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Affiliation: | a School of Mathematics, Changchun Normal University, Changchun 130032, PR China b ZTE Corporation, Shenzhen 518120, PR China c School of Mathematics and Statistics, Lanzhou University, Lanzhou 730000, PR China |
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Abstract: | In this paper, we consider the solution of linear systems of saddle point type by a preconditioned numerical method. We first transform the original linear system into two sub-systems with small size by a preconditioning strategy, then employ the conjugate gradient (CG) method to solve the linear system with a SPD coefficient matrix, and a splitting iteration method to solve the other sub-system, respectively. Numerical experiments show that the new method can achieve faster convergence than several effective preconditioners published in the recent literature in terms of total runtime and iteration steps. |
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Keywords: | Saddle point problems Matrix splitting Iteration method |
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