Block LU preconditioners for 
symmetric and nonsymmetric 
saddle point problems

L. Little and Y. Saad


In this paper, a new block LU preconditioner for saddle point problems is presented. The main 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 compute a preconditioner to the Schur complement matrix that is in turn defines a preconditioner for a global iteration. The results indicate that this preconditioner is effective on problems arising from CFD applications.

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Last updated October 16, 2000