A Parameterized Splitting Preconditioner for Generalized Saddle Point Problems
By using Sherman-Morrison-Woodbury formula, we introduce a preconditioner based on parameterized splitting idea for generalized saddle point problems which may be singular and nonsymmetric. By analyzing the eigenvalues of the preconditioned matrix, we find that when α is big enough, it has an eigenv...
Main Authors: | , |
---|---|
Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2013-01-01
|
Series: | Journal of Applied Mathematics |
Online Access: | http://dx.doi.org/10.1155/2013/489295 |
id |
doaj-dfdb7d53fba046b89d91af59a87a8668 |
---|---|
record_format |
Article |
spelling |
doaj-dfdb7d53fba046b89d91af59a87a86682020-11-24T21:22:14ZengHindawi LimitedJournal of Applied Mathematics1110-757X1687-00422013-01-01201310.1155/2013/489295489295A Parameterized Splitting Preconditioner for Generalized Saddle Point ProblemsWei-Hua Luo0Ting-Zhu Huang1School of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu, Sichuan 611731, ChinaSchool of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu, Sichuan 611731, ChinaBy using Sherman-Morrison-Woodbury formula, we introduce a preconditioner based on parameterized splitting idea for generalized saddle point problems which may be singular and nonsymmetric. By analyzing the eigenvalues of the preconditioned matrix, we find that when α is big enough, it has an eigenvalue at 1 with multiplicity at least n, and the remaining eigenvalues are all located in a unit circle centered at 1. Particularly, when the preconditioner is used in general saddle point problems, it guarantees eigenvalue at 1 with the same multiplicity, and the remaining eigenvalues will tend to 1 as the parameter α→0. Consequently, this can lead to a good convergence when some GMRES iterative methods are used in Krylov subspace. Numerical results of Stokes problems and Oseen problems are presented to illustrate the behavior of the preconditioner.http://dx.doi.org/10.1155/2013/489295 |
collection |
DOAJ |
language |
English |
format |
Article |
sources |
DOAJ |
author |
Wei-Hua Luo Ting-Zhu Huang |
spellingShingle |
Wei-Hua Luo Ting-Zhu Huang A Parameterized Splitting Preconditioner for Generalized Saddle Point Problems Journal of Applied Mathematics |
author_facet |
Wei-Hua Luo Ting-Zhu Huang |
author_sort |
Wei-Hua Luo |
title |
A Parameterized Splitting Preconditioner for Generalized Saddle Point Problems |
title_short |
A Parameterized Splitting Preconditioner for Generalized Saddle Point Problems |
title_full |
A Parameterized Splitting Preconditioner for Generalized Saddle Point Problems |
title_fullStr |
A Parameterized Splitting Preconditioner for Generalized Saddle Point Problems |
title_full_unstemmed |
A Parameterized Splitting Preconditioner for Generalized Saddle Point Problems |
title_sort |
parameterized splitting preconditioner for generalized saddle point problems |
publisher |
Hindawi Limited |
series |
Journal of Applied Mathematics |
issn |
1110-757X 1687-0042 |
publishDate |
2013-01-01 |
description |
By using Sherman-Morrison-Woodbury formula, we introduce a preconditioner based on parameterized splitting idea for generalized saddle point problems which may be singular and nonsymmetric. By analyzing the eigenvalues of the preconditioned matrix, we find that when α is big enough, it has an eigenvalue at 1 with multiplicity at least n, and the remaining eigenvalues are all located in a unit circle centered at 1. Particularly, when the preconditioner is used in general saddle point problems, it guarantees eigenvalue at 1 with the same multiplicity, and the remaining eigenvalues will tend to 1 as the parameter α→0. Consequently, this can lead to a good convergence when some GMRES iterative methods are used in Krylov subspace. Numerical results of Stokes problems and Oseen problems are presented to illustrate the behavior of the preconditioner. |
url |
http://dx.doi.org/10.1155/2013/489295 |
work_keys_str_mv |
AT weihualuo aparameterizedsplittingpreconditionerforgeneralizedsaddlepointproblems AT tingzhuhuang aparameterizedsplittingpreconditionerforgeneralizedsaddlepointproblems AT weihualuo parameterizedsplittingpreconditionerforgeneralizedsaddlepointproblems AT tingzhuhuang parameterizedsplittingpreconditionerforgeneralizedsaddlepointproblems |
_version_ |
1725996717739868160 |