We propose a generalized shift-splitting iteration method for saddle point problems with block three-by-three structure. As a new iteration method, the method converges to the unique solution of the saddle point problem unconditionally. When exploited as a preconditioner, the spectral distribu-tion of the preconditioned matrix is investigated. Numerical experiments show that the new variant is efficient in speeding up GMRES for solving the block three-by-three saddle point problem.
Cite this paper
Wang, L. and Zhang, K. (2019). Generalized Shift-Splitting Preconditioner
for Saddle Point Problems with Block Three-by-Three Structure. Open Access Library Journal, 6, e5968. doi: http://dx.doi.org/10.4236/oalib.1105968.
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