On semi-convergence of generalized skew-Hermitian triangular splitting iteration methods for singular saddle-point problems

被引:11
作者
Dou, Yan [1 ]
Yang, Ai-Li [1 ,2 ]
Wu, Yu-Jiang [1 ,2 ]
机构
[1] Lanzhou Univ, Sch Math & Stat, Lanzhou 730000, Peoples R China
[2] Key Lab Appl Math & Complex Syst, Lanzhou 730000, Gansu, Peoples R China
关键词
Singular saddle-point problems; Skew-Hermitian triangular splitting; Iteration method; Semi-convergence; Moore-Penrose inverse; Singular value decomposition; UZAWA METHODS; INEXACT;
D O I
10.1016/j.laa.2014.07.014
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Recently, Krukier et al. (2014) [13] proposed an efficient generalized skew-Hermitian triangular splitting (GSTS) iteration method for nonsingular saddle-point linear systems with strong skew-Hermitian parts. In this work, we further use the GSTS method to solve singular saddle-point problems. The semi-convergence properties of GSTS method are analyzed by using singular value decomposition and Moore-Penrose inverse, under suitable restrictions on the involved iteration parameters. Numerical results are presented to demonstrate the feasibility and efficiency of the GSTS iteration methods, both used as solvers and preconditioners for GMRES method. (C) 2014 Elsevier Inc. All rights reserved.
引用
收藏
页码:493 / 510
页数:18
相关论文
共 26 条
[1]   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
[2]   On semi-convergence of Hermitian and skew-Hermitian splitting methods for singular linear systems [J].
Bai, Zhong-Zhi .
COMPUTING, 2010, 89 (3-4) :171-197
[3]   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
[4]   On generalized successive overrelaxation methods for augmented linear systems [J].
Bai, ZZ ;
Parlett, BN ;
Wang, ZQ .
NUMERISCHE MATHEMATIK, 2005, 102 (01) :1-38
[5]   Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite linear systems [J].
Bai, ZZ ;
Golub, GH ;
Pan, JY .
NUMERISCHE MATHEMATIK, 2004, 98 (01) :1-32
[6]   Hermitian and skew-Hermitian splitting methods for non-hermitian positive definite linear systems [J].
Bai, ZZ ;
Golub, GH ;
Ng, MK .
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2003, 24 (03) :603-626
[7]  
Benzi M, 2005, ACTA NUMER, V14, P1, DOI 10.1017/S0962492904000212
[8]   A preconditioner for generalized saddle point problems [J].
Benzi, M ;
Golub, GH .
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2004, 26 (01) :20-41
[9]  
Bermudez A. J., 1994, SAVMA Symposium 1994 Proceedings., P1
[10]  
Brezzi F., 1991, Mixed and Hybrid Finite Element Methods, V15