Block preconditioners for saddle point problems

Leigh Little, Yousef Saad

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

Abstract

A general purpose block LU preconditioner for saddle point problems is presented. A major difference between the approach presented here and that of other studies is that an explicit, accurate approximation of the Schur complement matrix is efficiently computed. This is used to obtain a preconditioner to the Schur complement matrix which in turn defines a preconditioner for the global system. A number of variants are developed and results are reported for a few linear systems arising from CFD applications.

Original languageEnglish (US)
Pages (from-to)367-379
Number of pages13
JournalNumerical Algorithms
Volume33
Issue number1-4
DOIs
StatePublished - Aug 1 2003

Keywords

  • Block LU
  • Incomplete LU
  • Preconditioning methods
  • Saddle point problem

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