摘要: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.
关键词:Saddle Point ProblemGeneralized Shift-SplittingKrylov SubspaceGMRES