Some preconditioning techniques for a class of double saddle point problems

Abstract

SummaryIn this paper, we describe and analyze the spectral properties of several exact block preconditioners for a class of double saddle point problems. Among all these, we consider an inexact version of a block triangular preconditioner providing extremely fast convergence of the (F)GMRES method. We develop a spectral analysis of the preconditioned matrix showing that the complex eigenvalues lie in a circle of center and radius 1, while the real eigenvalues are described in terms of the roots of a third order polynomial with real coefficients. Numerical examples are reported to illustrate the efficiency of inexact versions of the proposed preconditioners, and to verify the theoretical bounds.