Spectral Properties of the Hermitian and Skew-Hermitian Splitting Preconditioner for Saddle Point Problems

@article{Simoncini2004SpectralPO,
  title={Spectral Properties of the Hermitian and Skew-Hermitian Splitting Preconditioner for Saddle Point Problems},
  author={Valeria Simoncini and Michele Benzi},
  journal={SIAM J. Matrix Analysis Applications},
  year={2004},
  volume={26},
  pages={377-389}
}
In this paper we derive bounds on the eigenvalues of the preconditioned matrix that arises in the solution of saddle point problems when the Hermitian and skew-Hermitian splitting preconditioner is employed. We also give sufficient conditions for the eigenvalues to be real. A few numerical experiments are used to illustrate the quality of the bounds.