Abstract

In this paper, a generalized double shift-splitting (GDSS) preconditioner induced by a new matrix splitting method is proposed and implemented for nonsymmetric generalized saddle point problems having a nonsymmetric positive definite (1,1)-block and a positive definite (2,2)-block. Detailed theoretical analysis of the iteration matrix is provided to show the GDSS method, which corresponds to the GDSS preconditioner, is unconditionally convergent. Additionally, a deteriorated GDSS (DGDSS) method is proposed. It is shown that, with suitable choice of parameter matrix, the DGDSS preconditioned matrix has an eigenvalue at 1 with multiplicity n, and the other m eigenvalues are of the form $$1-\lambda $$ with $$|\lambda |<1$$ , independently of the Schur complement matrix related. Finally, numerical experiments arising from a model Navier–Stokes problem are provided to validate and illustrate the effectiveness of the proposed preconditioner, with which a faster convergence for Krylov subspace iteration methods can be achieved.

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