An augmented Lagrangian-based preconditioning technique for a class of block three-by-three linear systems

Abstract

We propose an augmented Lagrangian-based preconditioner to accelerate the convergence of Krylov subspace methods applied to linear systems of equations with a block three-by-three structure such as those arising from mixed finite element discretizations of the coupled Stokes–Darcy flow problem. We analyze the spectrum of the preconditioned matrix and we show how the new preconditioner can be efficiently applied. Numerical experiments are reported to illustrate the effectiveness of the preconditioner in conjunction with flexible GMRES for solving linear systems of equations arising from a 3D test problem.