Analysis of Iterative Methods for Saddle Point Problems: A Unified Approach

In this paper two classes of iterative methods for saddle point problems are considered: inexact Uzawas algorithms and a class of methods with symmetric preconditioners. In both cases the iteration matrix can be transformed to a symmetric matrix by block diagonal matrices, a simple but essential observation which allows one to estimate the convergence rate of both classes by studying associated eigenvalue problems. The obtained estimates apply for a wider range of situations and are partially sharper than the known estimates in literature. A few numerical tests are given which confirm the sharpness of the estimates.