On SSOR-like preconditioner for saddle point problems with dominant skew-Hermitian part
Ju‐Li Zhang · International Journal of Computer Mathematics · 2018
Based on the SSOR-like iteration method proposed by Bai [Numer. Linear Algebra Appl. 23 (2016), pp. 37–60], we present an SSOR-like preconditioner for the saddle point problems whose coefficient matrix has strongly dominant skew-Hermitian part. The spectral properties, including the bounds on the eigenvalues of the preconditioned matrix, are discussed in this work. Numerical experiments are presented to illustrate the effectiveness of the new preconditioner for saddle point problems.