PRECONDITIONED HSS-LIKE ITERATIVE METHOD FOR SADDLE POINT PROBLEMS

被引：7
作者：
Liu, Qingbing [1 ]
Chen, Guoliang [2 ]
Song, Caiqin [3 ]
机构：
[1] Zhejiang Wanli Univ, Dept Math, Ningbo 315100, Peoples R China
[2] E China Normal Univ, Dept Math, Shanghai 200241, Peoples R China
[3] Shandong Univ, Sch Math, Jinan 250100, Peoples R China
来源：
JOURNAL OF COMPUTATIONAL MATHEMATICS | 2014年 / 32卷 / 04期
基金：
中国国家自然科学基金;
关键词：
Saddle point problem; Non-Hermitian positive definite matrix; HSS-like splitting; Preconditioning; HERMITIAN SPLITTING METHODS; CONJUGATE-GRADIENT METHODS; CONSTRAINT PRECONDITIONERS; NUMERICAL-SOLUTION; SYSTEMS; MATRICES;
D O I：
10.4208/jcm.1403-m4390
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A new HSS-like iterative method is first proposed based on HSS-like splitting of non-Hermitian (1,1) block for solving saddle point problems. The convergence analysis for the new method is given. Meanwhile, we consider the solution of saddle point systems by preconditioned Krylov subspace method and discuss some spectral properties of the preconditioned saddle point matrices. Numerical experiments are given to validate the performances of the preconditioners.
引用
收藏
页码：442 / 455
页数：14
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