Semi-convergence analysis of preconditioned deteriorated PSS iteration method for singular saddle point problems

被引：0
作者：
Zhao-Zheng Liang
Guo-Feng Zhang
机构：
[1] Lanzhou University,School of Mathematics and Statistics
来源：
Numerical Algorithms | 2018年 / 78卷
关键词：
Singular saddle point problem; Deteriorated PSS iteration method; Semi-convergence; Preconditioning; 65F10; 65F50;
D O I：
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学科分类号：
摘要：
In this paper, we propose a two-parameter preconditioned variant of the deteriorated PSS iteration method (J. Comput. Appl. Math., 273, 41–60 (2015)) for solving singular saddle point problems. Semi-convergence analysis shows that the new iteration method is convergent unconditionally. The new iteration method can also be regarded as a preconditioner to accelerate the convergence of Krylov subspace methods. Eigenvalue distribution of the corresponding preconditioned matrix is presented, which is instructive for the Krylov subspace acceleration. Note that, when the leading block of the saddle point matrix is symmetric, the new iteration method will reduce to the preconditioned accelerated HSS iteration method (Numer. Algor., 63 (3), 521–535 2013), the semi-convergence conditions of which can be simplified by the results in this paper. To further improve the effectiveness of the new iteration method, a relaxed variant is given, which has much better convergence and spectral properties. Numerical experiments are presented to investigate the performance of the new iteration methods for solving singular saddle point problems.
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页码：379 / 404
页数：25
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