A modified generalized shift-splitting preconditioner for nonsymmetric saddle point problems

作者：Huang, Zheng-Ge; Wang, Li-Gong^*; Xu, Zhong; Cui, Jing-Jing

来源：Numerical Algorithms, 2018, 78(1): 297-331.

DOI：10.1007/s11075-017-0377-y

• Nonsymmetric saddle point problem
• Modified generalized shift-splitting
• Convergence
• Semi-convergence
• Spectral properties

For the nonsymmetric saddle point problems with nonsymmetric positive definite (1,1) parts, the modified generalized shift-splitting (MGSS) preconditioner as well as the MGSS iteration method is derived in this paper, which generalize the modified shift-splitting (MSS) preconditioner and the MSS iteration method newly developed by Huang and Su (J. Comput. Appl. Math. 317:535-546, 2017), respectively. The convergent and semi-convergent analyses of the MGSS iteration method are presented, and we prove that this method is unconditionally convergent and semi-convergent. Meanwhile, some spectral properties of the preconditioned matrix are carefully analyzed. Numerical results demonstrate the robustness and effectiveness of the MGSS preconditioner and the MGSS iteration method and also illustrate that the MGSS iteration method outperforms the generalized shift-splitting (GSS) and the generalized modified shift-splitting (GMSS) iteration methods, and the MGSS preconditioner is superior to the shift-splitting (SS), GSS, modified SS (M-SS), GMSS and MSS preconditioners for the generalized minimal residual (GMRES) method for solving the nonsymmetric saddle point problems.

• 出版日期2018-5
• 单位西北工业大学