ORIGINAL PAPER

On the Preconditioning Properties of RHSS Preconditioner for Saddle-Point Linear Systems

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  • School of Mathematics, Physics and Statistics, Shanghai University of Engineering Science, Shanghai 201620, China

Received date: 2019-12-26

  Revised date: 2020-04-12

  Online published: 2021-03-15

Abstract

In this paper, for the regularized Hermitian and skew-Hermitian splitting (RHSS) preconditioner introduced by Bai and Benzi (BIT Numer Math 57: 287–311, 2017) for the solution of saddle-point linear systems, we analyze the spectral properties of the preconditioned matrix when the regularization matrix is a special Hermitian positive semidefinite matrix which depends on certain parameters. We accurately describe the numbers of eigenvalues clustered at (0, 0) and (2, 0), if the iteration parameter is close to 0. An estimate about the condition number of the corresponding eigenvector matrix, which partly determines the convergence rate of the RHSS-preconditioned Krylov subspace method, is also studied in this work.

Cite this article

Ju, Li Zhang . On the Preconditioning Properties of RHSS Preconditioner for Saddle-Point Linear Systems[J]. Communications on Applied Mathematics and Computation, 2021 , 3(1) : 177 -187 . DOI: 10.1007/s42967-020-00072-8

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