Preconditioners for saddle point linear systems with highly singular \((1,1)\) blocks. (English) Zbl 1112.65042

Summary: We introduce a new preconditioning technique for the iterative solution of saddle point linear systems with (1,1) blocks that have a high nullity. The preconditioners are block diagonal and are based on augmentation, using symmetric positive definite weight matrices. If the nullity is equal to the number of constraints, the preconditioned matrices have precisely two distinct eigenvalues, giving rise to immediate convergence of preconditioned MINRES. Numerical examples illustrate our analytical findings.


65F35 Numerical computation of matrix norms, conditioning, scaling
65F10 Iterative numerical methods for linear systems
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