On SSOR-like preconditioner for saddle point problems with dominant skew-Hermitian part

ABSTRACT

Based on the SSOR-like iteration method proposed by Bai [Numer. Linear Algebra Appl. 23 (2016), pp. 37–60], we present an SSOR-like preconditioner for the saddle point problems whose coefficient matrix has strongly dominant skew-Hermitian part. The spectral properties, including the bounds on the eigenvalues of the preconditioned matrix, are discussed in this work. Numerical experiments are presented to illustrate the effectiveness of the new preconditioner for saddle point problems.

Keywords:

• SSOR-like preconditioner
• saddle point problems
• dominant Skew-Hermitian part
• spectral properties
• GMRES

2010 AMS SUBJECT CLASSIFICATIONS:

• 65F10
• 65N22
• 76D07

Disclosure statement

No potential conflict of interest was reported by the author.

Additional information

Funding

This work was supported by National Natural Science Foundation under Grant 11471211.