A New Uzawa-Type Iteration Method for Non-Hermitian Saddle-Point Problems

被引：4

作者：

Dou, Yan ^{[1
]}

Yang, Ai-Li ^{[1
]}

Wu, Yu-Jiang ^{[1
]}

机构：

[1] Lanzhou Univ, Sch Math & Stat, Lanzhou 730000, Peoples R China

来源：

EAST ASIAN JOURNAL ON APPLIED MATHEMATICS | 2017年 / 7卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Saddle-point problems; Uzawa method; preconditioned shift-splitting; convergence; preconditioner; LINEAR-SYSTEMS; HSS METHOD; PRECONDITIONERS; MATRICES; INEXACT;

D O I：

10.4208/eajam.290816.130117a

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Based on a preconditioned shift-splitting of the (1,1)-block of non-Hermitian saddle-point matrix and the Uzawa iteration method, we establish a new Uzawa-type iteration method. The convergence properties of this iteration method are analyzed. In addition, based on this iteration method, a preconditioner is proposed. The spectral properties of the preconditioned saddle-point matrix are also analyzed. Numerical results are presented to verify the robustness and the efficiency of the new iteration method and the preconditioner.

引用

页码：211 / 226

页数：16

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