Year: 2016
East Asian Journal on Applied Mathematics, Vol. 6 (2016), Iss. 3 : pp. 235–252
Abstract
A lopsided alternating direction iteration (LADI) method and an induced block diagonal preconditioner for solving block two-by-two generalised saddle point problems are presented. The convergence of the LADI method is analysed, and the block diagonal preconditioner can accelerate the convergence rates of Krylov subspace iteration methods such as GMRES. Our new preconditioned method only requires a solver for two linear equation sub-systems with symmetric and positive definite coefficient matrices. Numerical experiments show that the GMRES with the new preconditioner is quite effective.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/eajam.260815.280216a
East Asian Journal on Applied Mathematics, Vol. 6 (2016), Iss. 3 : pp. 235–252
Published online: 2016-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 18
Keywords: Generalised saddle point problem Krylov subspace methods alternating direction iteration preconditioning convergence.
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On convergence of EVHSS iteration method for solving generalized saddle-point linear systems
Chen, Fang
Applied Mathematics Letters, Vol. 86 (2018), Iss. P.30
https://doi.org/10.1016/j.aml.2018.06.001 [Citations: 5]