Preconditioners for Generalized Saddle -Point Problems

Abstract

For these applications, we present results illustrating the eigenvalue bounds on our preconditioners and demonstrating the theoretical justification of these methods. We also present convergence and timing results, showing the effectiveness of our methods in practice. Specifically the use of probing methods for approximating the Schur compliment matrices in our preconditioners is empirically justified. We also investigate the h-dependence of our preconditioners one model fluid problem, and demonstrate empirically that our methods do not suffer from a deterioration in convergence as the problem size increases.