On symmetric positive definite preconditioners for multiple saddle-point systems

Abstract

We consider symmetric positive definite preconditioners for multiple saddle-point systems of block tridiagonal form, which can be applied within the Minres algorithm. We describe such a preconditioner for which the preconditioned matrix has only two distinct eigenvalues, and, when the preconditioner is applied exactly. We discuss the relative merits of such an approach compared to a more widely studied block diagonal preconditioner, specify the computational work associated with applying the new preconditioner inexactly, and survey a number of theoretical results for the block diagonal case. Numerical results validate our theoretical findings.