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
收藏
页码：211 / 226
页数：16
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