On block diagonal and Schur complement preconditioning
We study symmetric positive definite linear systems, with a 2-by-2 block matrix preconditioned by inverting directly one of the diagonal blocks and suitably preconditioning the other. Using an approximate version of Young's ``Property A, we show that the condition number of the Schur complement is smaller than the condition number obtained by the block- diagonal preconditioning. We also get bounds on both condition numbers from a strengthened Cauchy inequality. For systems arising from the finite element method, the bounds do not depend on the number of elements and can be obtained from element-by-element computations. The results are applied to the p-version finite element method, where the first block of variables consists of degrees of freedom of a lower order.
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