Preconditioning of saddle point problems by the method of Hermitian and skew-Hermitian splitting iterations

Abstract

For a nonsingular symmetric system of linear equations with a saddle point, a Hermitian and skew-Hermitian splitting (HSS) preconditioner is considered. For the preconditioned system, symmetrizability conditions are established under which estimates are derived for the spectrum and the convergence rate of Chebyshev-type algorithms and GMRes.