By introducing a suitable symmetric positive definite matrix(without parameters)into the sub blocks of the coefficient matrix of the double saddle point problem,the difficulty of parameter selection can be effectively avoided.Based on this idea,in this paper,a new iterative method and preconditioner are proposed to solve the double saddle point problem.The convergence conditions of the iterative method are given,and the spectral analysis of the preconditioned coefficient matrix is performed.Numerical experiments have verified the effectiveness of this preconditioner.
关键词
双鞍点问题/预处理子/谱半径/收敛速度
Key words
Double Saddle Point Problem/Preconditioner/Spectral Radius/Convergence Rate
维普
万方数据