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