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arXiv · 2404.06061

A preconditioned iteration method for solving saddle point problems

Juan Zhang·Yiyi Luo
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Abstract

This paper introduces a preconditioned method designed to comprehensively address the saddle point system with the aim of improving convergence efficiency. In the preprocessor construction phase, a technical approach for solving the approximate inverse matrix of sparse matrices is presented. The effectiveness of the proposed method is demonstrated through numerical examples, emphasizing its efficacy in approximating the inverse matrix. Furthermore, the preprocessing technology includes a low-rank processing step, effectively reducing algorithmic complexity. Numerical experiments validate the effectiveness and feasibility of PSLR-GMRES in solving the saddle point system.

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Juan Zhang, Yiyi Luo. 2024-04-09. A preconditioned iteration method for solving saddle point problems. https://arxiv.org/abs/2404.06061

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