BLOCK TRIANGULAR PRECONDITIONERS FOR GENERALIZED SADDLE POINT PROBLEMS
广义鞍点问题的块三角预条件子

In this paper, we extend the ST decomposition which is given by Golub and Yuan (2002) to the generalized saddle point problem and present three block triangular preconditioners. Then we take two of them and apply them to the generalized saddle point problem. The two preconditioned systems are symmetric and positive definite. Then we deduce the general properties and the upper bound of the condition number of the two preconditioned systems one by one. Finally, numerical computation based on a particular linear system is given, which clearly shows the advantage.