IDENTITY, JACOBI, SCHUR_JACOBI and SCHUR_POWER_SERIES_EXPANSION preconditioner should all be possible to run on the GPU relatively easily.
The key idea is to export E, F, inverse(E'E), F'F and inverse(F'F), schur_jacobi as CSR matrices which can be copied to the GPU, then implicit schur complement and the various preconditioners can be computed easily.