Numerical Analysis Group Research
Report NA-07/11
Combination preconditioning and self-adjointness in non-standard inner products with application to saddle point problems
Martin Stoll and Andy Wathen
April 2007, 17 pages, .pdf file
It is widely appreciated that the iterative solution of linear systems of
equations with large sparse matrices is much easier when the matrix is symmetric.
It is equally advantageous to employ symmetric iterative methods
when a nonsymmetric matrix is self-adjoint in a non-standard inner product.
Here, general conditions for such self-adjointness are considered. In particular,
a number of known examples for saddle point systems are surveyed and
combined to make new combination preconditioners which are self-adjoint in
di erent inner products.
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