A preconditioned GLHSS iteration method for non-Hermitian singular saddle point problems

被引:22
作者
Fan, Hong-Tao [1 ]
Zheng, Bing [1 ]
机构
[1] Lanzhou Univ, Sch Math & Stat, Lanzhou 730000, Peoples R China
关键词
Non-Hermitian singular saddle point problems; Preconditioning; Iterative method; Generalized local Hermitian and skew-Hermitian splitting; Semi-convergence; CONJUGATE-GRADIENT METHODS; NUMERICAL-SOLUTION; SPLITTING METHODS; SPECTRUM ANALYSIS; SEMI-CONVERGENCE; LINEAR-SYSTEMS; UZAWA METHODS; PIU METHODS; INEXACT; PERFORMANCE;
D O I
10.1016/j.camwa.2013.12.006
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we propose a new preconditioned generalized local Hermitian and skew-Hermitian splitting (GLHSS) iteration method for solving the non-Hermitian saddle point problems. The semi-convergence of this method is discussed. Theoretical analysis shows that the semi-convergence of this new method can be guaranteed by suitable choices of the parameters and parameter matrices. Numerical examples are used to illustrate the theoretical results and examine the numerical effectiveness of the GLHSS iteration method served either as a preconditioner for GMRES or as a solver. (C) 2013 Elsevier Ltd. All rights reserved.
引用
收藏
页码:614 / 626
页数:13
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