A preconditioned method for saddle point problems

A preconditioned method for saddle point problems is presented and analyzed. We directly generate an approximation of the inverse matrix, and apply the generated approximation as a preconditioner to some standard iterative solution methods. Moreover, we present a double preconditioned method for special saddle point problems. The method is illustrated by several examples derived from the surface fitting problems. Preliminary numerical results indicate that the method is efficient. AMS Subject Classifications : 65F10, 65N25 Keyword : Saddle Point Problem, Preconditioned Method, Surface Fitting Problem