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http://dx.doi.org/10.14317/jami.2018.459

ON A SPLITTING PRECONDITIONER FOR SADDLE POINT PROBLEMS  

SALKUYEH, DAVOD KHOJASTEH (Faculty of Mathematical Sciences, University of Guilan)
ABDOLMALEKI, MARYAM (Department of Mathematics, Persian Gulf University)
KARIMI, SAEED (Department of Mathematics, Persian Gulf University)
Publication Information
Journal of applied mathematics & informatics / v.36, no.5_6, 2018 , pp. 459-474 More about this Journal
Abstract
Cao et al. in (Numer. Linear. Algebra Appl. 18 (2011) 875-895) proposed a splitting method for saddle point problems which unconditionally converges to the solution of the system. It was shown that a Krylov subspace method like GMRES in conjunction with the induced preconditioner is very effective for the saddle point problems. In this paper we first modify the iterative method, discuss its convergence properties and apply the induced preconditioner to the problem. Numerical experiments of the corresponding preconditioner are compared to the primitive one to show the superiority of our method.
Keywords
Saddle point problem; modification; Splitting preconditioner; Indefinite system;
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