Spectral properties of the Hermitian and skew-Hermitian splitting preconditioner for saddle point problems

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. \ua9 2004 Society for Industrial and Applied Mathematics