The spectral properties of the preconditioned matrix for nonsymmetric saddle point problems (Q711249)

Linear systems involving matrices of the form \[ \mathcal A = \left( \begin{matrix} A & B^* \\ -C & 0 \end{matrix} \right), \] with \(A\) positive semidefinite, are considered. A splitting \(A = H + S\) (e.g., \(H\) is the Hermitian and \(S\) the skew-Hermitian part of \(A\)) is turned into a splitting of \(\mathcal A\) such that one term contains \(H\) and the other term contains the rest. One iteration of an alternating direction implicit (ADI) method based on this splitting is proposed as a preconditioner. Asymptotic spectral clustering properties of the preconditioned matrix are shown and several experiments demonstrate the performance of this preconditioner for different parameter choices in the ADI method.