On generalized local Hermitian and skew-Hermitian splitting iterative method for block two-by-two linear systems

被引:4
作者
Zhu, Mu-Zheng [1 ,2 ]
Zhang, Guo-Feng [1 ]
Liang, Zhao-Zheng [1 ]
机构
[1] Lanzhou Univ, Sch Math & Stat, Lanzhou 730000, Peoples R China
[2] Hexi Univ, Sch Math & Stat, Zhangye 734000, Peoples R China
基金
中国国家自然科学基金;
关键词
Block two-by-two linear systems; Generalized local Hermitian and skew-Hermitian splitting (GLHSS); Iterative method; Convergence; SADDLE-POINT PROBLEMS; CONJUGATE-GRADIENT METHODS; INEXACT UZAWA METHOD; PRECONDITIONERS; MATRICES; EQUATIONS;
D O I
10.1016/j.amc.2014.10.111
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
For large sparse saddle point problems whose (1,2) and (2, 1)-blocks are the transpose of each other, Zhu studied a generalized local Hermitian and skew-Hermitian splitting (GLHSS) iterative method (see Zhu (2012)). In this paper, the GLHSS method is extended to the block 2 x 2 linear system, which allows that the (1, 2)-block is not equal to the transpose of the (2,1)-block or the (2,2)-block is non-zero. With different choices of the parameter matrices, the existing methods are included and the new algorithms for solving the block 2 x 2 linear system are obtained. The conditions for guaranteeing the convergence of the new iterative method are studied and the correctness of the existing corollaries are questioned. Numerical experiments are provided to show that the proposed method is feasible and effective, and it is not necessary to introduce some parameter matrices in some cases. (C) 2014 Elsevier Inc. All rights reserved.
引用
收藏
页码:463 / 478
页数:16
相关论文
共 30 条
[1]  
Bai Z.-Z., 2004, J SHANGHAI U, V8, P397
[2]   Several splittings for non-Hermitian linear systems [J].
Bai, Zhong-Zhi .
SCIENCE IN CHINA SERIES A-MATHEMATICS, 2008, 51 (08) :1339-1348
[3]   On parameterized inexact Uzawa methods for generalized saddle point problems [J].
Bai, Zhong-Zhi ;
Wang, Zeng-Qi .
LINEAR ALGEBRA AND ITS APPLICATIONS, 2008, 428 (11-12) :2900-2932
[4]  
Bai ZZ, 2007, IMA J NUMER ANAL, V27, P1, DOI [10.1093/imanum/drl017, 10.1093/imanum/dr1017]
[5]   Optimal parameter in Hermitian and skew-Hermitian splitting method for certain two-by-two block matrices [J].
Bai, Zhong-Zhi ;
Golub, Gene H. ;
Li, Chi-Kwong .
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2006, 28 (02) :583-603
[6]   Eigenvalue estimates for saddle point matrices of Hermitian and indefinite leading blocks [J].
Bai, Zhong-Zhi .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2013, 237 (01) :295-306
[7]   Optimal parameters in the HSS-like methods for saddle-point problems [J].
Bai, Zhong-Zhi .
NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS, 2009, 16 (06) :447-479
[8]  
Bai ZZ, 2006, MATH COMPUT, V75, P791, DOI 10.1090/S0025-5718-05-01801-6
[9]   Restrictive preconditioners for conjugate gradient methods for symmetric positive definite linear systems [J].
Bai, ZZ ;
Wang, ZQ .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2006, 187 (02) :202-226
[10]   On generalized successive overrelaxation methods for augmented linear systems [J].
Bai, ZZ ;
Parlett, BN ;
Wang, ZQ .
NUMERISCHE MATHEMATIK, 2005, 102 (01) :1-38