Shift-splitting preconditioners for saddle point problems

Abstract

In this paper, we first present a shift-splitting preconditioner for saddle point problems. The preconditioner is based on a shift-splitting of the saddle point matrix, resulting in an unconditional convergent fixed-point iteration. Based on the idea of the splitting, we further propose a local shift-splitting preconditioner. Some properties of the local shift-splitting preconditioned matrix are studied. These preconditioners extend those studied by Bai, Yin and Su for solving non-Hermitian positive definite linear systems (Bai et al., 2006). Finally, numerical experiments of a model Stokes problem are presented to show the effectiveness of the proposed preconditioners.