An Algebraic Analysis of a Block Diagonal Preconditioner for Saddle Point Systems
Gene Howard Golub, Chen Greif, J. M. Varah · SIAM Journal on Matrix Analysis and Applications · 2005
We consider a positive definite block preconditioner for solving saddle point linear systems. An approach based on augmenting the (1,1) block while keeping its condition number small is described, and algebraic analysis is performed. Ways of selecting the parameters involved are discussed, and analytical and numerical observations are given.