A modified shift-splitting method for nonsymmetric saddle point problems

被引:13
作者
Huang, Zhuo-Hong [1 ]
Su, Hong [1 ]
机构
[1] Chongqing Univ Technol, Sch Math & Stat, Chongqing 400054, Peoples R China
关键词
Modified shift-splitting; Krylov subspace methods; Spectral property; Preconditioning technique; Convergence rate; AUGMENTED SYSTEMS; LINEAR-SYSTEMS; MATRICES; PRECONDITIONERS; ITERATION; EQUATIONS;
D O I
10.1016/j.cam.2016.11.032
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
To solve large sparse saddle point problems, based on modified shift-splitting (denoted by MSSP) iteration technique, a MSSP preconditioner is proposed. We theoretically verify the MSSP iteration method unconditionally converges to the unique solution of the saddle point problems, compute the spectral radius of the MSSP iteration matrix and estimate the sharp bounds of the eigenvalues of the corresponding iteration matrix. Numerical experiments show that the MSSP iteration method is effective and accurate. (C) 2016 Elsevier B.V. All rights reserved.
引用
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页码:535 / 546
页数:12
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