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Numerical Analysis and Applications

2016 year, number 3

Preconditioning of GMRES by the skew-Hermitian iterations

Lev A. Krukier, Tatiana S. Martynova
SFU, Institute of mathematics, mechanics and computing science, Stachki Ave., Bld. 2, Rostov-on-Don, 344090, Russia
Keywords: эрмитово и косоэрмитово расщепление матрицы, итерационные методы, предобусловливание, методы подпространств Крылова, система уравнений с седловой матрицей, Hermitian and skew-Hermitian splitting, iterative methods, preconditioning, Krylov subspace method, saddle point linear system


A class of preconditioners for solving non-Hermitian positive definite systems of linear algebraic equations is proposed and investigated. It is based on the Hermitian and skew-Hermitian splitting of the initial matrix. The generalization for saddle point systems which have semidefinite or singular (1,1) blocks is given. Our approach is based on an augmented Lagrangian formulation. It is shown that such preconditioners are effective for the iterative solution of systems of linear algebraic equations by the GMRES.