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A New Uzawa-Type Iteration Method for Non-Hermitian Saddle-Point Problems

A New Uzawa-Type Iteration Method for Non-Hermitian Saddle-Point Problems

Year:    2017

East Asian Journal on Applied Mathematics, Vol. 7 (2017), Iss. 1 : pp. 211–226

Abstract

Based on a preconditioned shift-splitting of the (1, 1)-block of non-Hermitian saddle-point matrix and the Uzawa iteration method, we establish a new Uzawa-type iteration method. The convergence properties of this iteration method are analyzed. In addition, based on this iteration method, a preconditioner is proposed. The spectral properties of the preconditioned saddle-point matrix are also analyzed. Numerical results are presented to verify the robustness and the efficiency of the new iteration method and the preconditioner.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/eajam.290816.130117a

East Asian Journal on Applied Mathematics, Vol. 7 (2017), Iss. 1 : pp. 211–226

Published online:    2017-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    16

Keywords:    Saddle-point problems Uzawa method preconditioned shift-splitting convergence preconditioner.

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