Optimization of the parameterized Uzawa preconditioners for saddle point matrices |
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| Authors: | Zeng-Qi Wang |
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| Affiliation: | State Key Laboratory of Scientific/Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, P.O. Box 2719, Beijing 100080, PR China |
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| Abstract: | The parameterized Uzawa preconditioners for saddle point problems are studied in this paper. The eigenvalues of the preconditioned matrix are located in (0, 2) by choosing the suitable parameters. Furthermore, we give two strategies to optimize the rate of convergence by finding the suitable values of parameters. Numerical computations show that the parameterized Uzawa preconditioners can lead to practical and effective preconditioned GMRES methods for solving the saddle point problems. |
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| Keywords: | Saddle point problem Parameterized Uzawa preconditioner Optimal parameter |
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