Optimal parameters in the HSS-like methods for saddle-point problems

被引:212
|
作者
Bai, Zhong-Zhi [1 ]
机构
[1] Chinese Acad Sci, State Key Lab Sci Engn Comp, Inst Computat Math & Sci Engn Comp, Acad Math & Syst Sci, Beijing 100080, Peoples R China
关键词
saddle-point problem; Hermitian and skew-Hermitian splitting; accelerated splitting iteration method; preconditioning property; HERMITIAN SPLITTING METHODS; INEXACT UZAWA ALGORITHMS; ITERATIVE METHODS; PRECONDITIONERS; SYSTEMS; MATRICES;
D O I
10.1002/nla.626
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
For the Hermitian and skew-Hermitian splitting iteration method and its accelerated variant for solving the large sparse saddle-point problems, we compute their quasi-optimal iteration parameters and the corresponding quasi-optimal convergence factors for the more practical but more difficult case that the (1, 1)-block of the saddle-point matrix is not algebraically equivalent to the identity matrix. In addition, the algebraic behaviors and the clustering properties of the eigenvalues of the preconditioned matrices with respect to these two iterations are investigated in detail, and the formulas for computing good iteration parameters are given under certain principle for optimizing the distribution of the eigenvalues. Copyright (C) 2008 John Wiley & Sons, Ltd.
引用
收藏
页码:447 / 479
页数:33
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