A generalized relaxed block positive-semidefinite splitting preconditioner for generalized saddle point linear system

Jun Li, Lingsheng Meng, Shu-Xin Miao
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Abstract

In this paper, based on the block positive-semidefinite splitting (BPS) preconditioner studied recently and the relaxation technique, a generalized relaxed BPS (GRBPS) preconditioner is proposed for generalized saddle point linear system. Spectral properties of the GRBPS preconditioned matrix are analyzed in details. Theoretical results show that the eigenvalues of the preconditioned matrix are clustered at only two points when the iteration parameters are close to zero. Finally, a numerical example is provided to verify the efficiency of the GRBPS preconditioner.

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广义鞍点线性系统的广义松弛块正半inite分裂预处理器
本文基于最近研究的分块正半inite分裂(BPS)预处理器和松弛技术,针对广义鞍点线性系统提出了一种广义松弛 BPS(GRBPS)预处理器。详细分析了 GRBPS 预处理矩阵的谱特性。理论结果表明,当迭代参数接近于零时,预处理矩阵的特征值只集中在两个点上。最后,提供了一个数值示例来验证 GRBPS 预处理的效率。
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