A general purpose block LU preconditioner for saddle point problems is presented. A major difference between the approach presented here and that of other studies is that an explicit, accurate approximation of the Schur complement matrix is efficiently computed. This is used to obtain a preconditioner to the Schur complement matrix which in turn defines a preconditioner for the global system. A number of variants are developed and results are reported for a few linear systems arising from CFD applications.
Bibliographical noteFunding Information:
∗ Work supported by NSF under grant NSF/CTS 9873236 and by the Minnesota Supercomputer Institute.
- Block LU
- Incomplete LU
- Preconditioning methods
- Saddle point problem