Spectral Properties of the Hermitian and Skew-Hermitian Splitting Preconditioner for Saddle Point Problems
Valeria Simoncini, Michele Benzi · SIAM Journal on Matrix Analysis and Applications · 2004
In this paper we derive bounds on the eigenvalues of the preconditioned matrix that arises in the solution of saddle point problems when the Hermitian and skew-Hermitian splitting preconditioner is employed. We also give sufficient conditions for the eigenvalues to be real. A few numerical experiments are used to illustrate the quality of the bounds.