A modified shift-splitting preconditioner for saddle point problems

被引:0
作者
Zhang, Li-Tao [1 ]
机构
[1] Zhengzhou Univ Aeronaut, Dept Math & Phys, Zhengzhou 450015, Henan, Peoples R China
基金
中国博士后科学基金;
关键词
Saddle point problem; Shift-splitting; Krylov subspace methods; Convergence; Preconditioner; LEAST-SQUARES PROBLEMS; DEFINITE LINEAR-SYSTEMS; AUGMENTED SYSTEMS; UZAWA METHODS; INEXACT; MATRICES; CONVERGENCE; ITERATIONS;
D O I
暂无
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
Recently, Cao, Du and Niu [Shift-splitting preconditioners for saddle point problems, Journal of Computational and Applied Mathematics, 272 (2014) 239-250] introduced a shift splitting preconditioner for saddle point problems. In this paper, we establish a modified shift-splitting preconditioner for solving the large sparse augmented systems of linear equations. Furthermore, the preconditioner is based on a modified shift-splitting of the saddle point matrix, resulting in an unconditional convergent fixed-point iteration, which is a generalization of shift-splitting preconditioners. Finally, numerical examples show the spectrum of the new preconditioned matrix for the different parameters.
引用
收藏
页码:25 / 37
页数:13
相关论文
共 39 条
[21]   A generalization of the inexact parameterized Uzawa methods for saddle point problems [J].
Chen, Fang ;
Jiang, Yao-Lin .
APPLIED MATHEMATICS AND COMPUTATION, 2008, 206 (02) :765-771
[22]   Symmetric SOR method for augmented systems [J].
Darvishi, M. T. ;
Hessari, P. .
APPLIED MATHEMATICS AND COMPUTATION, 2006, 183 (01) :409-415
[23]   Fast nonsymmetric iterations and preconditioning for Navier-Stokes equations [J].
Elman, H ;
Silvester, D .
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 1996, 17 (01) :33-46
[24]   INEXACT AND PRECONDITIONED UZAWA ALGORITHMS FOR SADDLE-POINT PROBLEMS [J].
ELMAN, HC ;
GOLUB, GH .
SIAM JOURNAL ON NUMERICAL ANALYSIS, 1994, 31 (06) :1645-1661
[25]   Minimum residual methods for augmented systems [J].
Fischer, B ;
Ramage, A ;
Silvester, DJ ;
Wathen, AJ .
BIT NUMERICAL MATHEMATICS, 1998, 38 (03) :527-543
[26]   SOR-like methods for augmented systems [J].
Golub, GH ;
Wu, X ;
Yuan, JY .
BIT, 2001, 41 (01) :71-85
[27]   On unsymmetric block overrelaxation-type methods for saddle point problems [J].
Peng, Xiao-Fei ;
Li, Wen .
APPLIED MATHEMATICS AND COMPUTATION, 2008, 203 (02) :660-671
[28]   Block SOR methods for rank-deficient least-squares problems [J].
Santos, CH ;
Silva, BPB ;
Yuan, JY .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 1998, 100 (01) :1-9
[29]  
Vorst H., 2003, ITERATIVE KRYLOV MET
[30]   Convergence conditions for splitting iteration methods for non-Hermitian linear systems [J].
Wang, Li ;
Bai, Zhong-Zhi .
LINEAR ALGEBRA AND ITS APPLICATIONS, 2008, 428 (2-3) :453-468