We discuss and extend the results derived in Keller, Gould and Wathen [SIMAX, 21(4), 2000] for constraint preconditioning. In particular, we improve the existing results as well as generalise them to the case where the (1,1) block of the preconditioner has a non-trivial kernel. We also analyse the form of the preconditioner with negated constraints, which ensures that the preconditioned system is diagonalisable, while preserving the non-unit eigenvalues and negating some unit eigenvalues.
|Number of pages||10|
|Journal||SIAM Journal on Matrix Analysis and Applications|
|Early online date||6 Dec 2017|
|Publication status||E-pub ahead of print - 6 Dec 2017|
- constraint preconditioning
- Krylov subspace methods
- saddle-point problems