On HSS-based constraint preconditioners for generalized saddle-point problems

被引:27
作者
Zhang, Guo-Feng [1 ]
Ren, Zhi-Ru [2 ]
Zhou, Yuan-Yuan [1 ]
机构
[1] Lanzhou Univ, Sch Math & Stat, Lanzhou 730000, Peoples R China
[2] Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, Beijing 100190, Peoples R China
关键词
Saddle-point problem; Iterative method; Preconditioning method; Non-Hermitian indefinite linear system; HSS-based preconditioner; NAVIER-STOKES EQUATIONS; QUADRATIC-PROGRAMMING PROBLEMS; HERMITIAN SPLITTING METHODS; INDEFINITE LINEAR-SYSTEMS; NUMERICAL-SOLUTION; MATRICES; INEXACT; OPTIMIZATION; ALGORITHMS; ITERATION;
D O I
10.1007/s11075-010-9428-3
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
For the generalized saddle-point problems with non-Hermitian (1,1) blocks, we present an HSS-based constraint preconditioner, in which the (1,1) block of the preconditioner is constructed by the HSS method for solving the non-Hermitian positive definite linear systems. We analyze the invertibility of the HSS-based constraint preconditioner and prove the convergence of the preconditioned iteration method. Numerical experiments are used to demonstrate the efficiency of the preconditioner as well as the corresponding preconditioned iteration method, especially when the (1,1) block of the saddle-point matrix is essentially non-Hermitian.
引用
收藏
页码:273 / 287
页数:15
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