A class of triangular splitting methods for saddle point problems

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:298

Article

Zheng, Qing-Qing^1,2  Ma, Chang-Feng¹ 

[1] Fujian Normal Univ, Sch Math & Comp Sci, Fuzhou 350007, Peoples R China

[2] Xiamen Univ, Sch Math Sci, Xiamen 361005, Peoples R China

关键词: Saddle point problems;    Triangular splitting;    Iterative methods;    Convergence analysis;   

DOI  :  10.1016/j.cam.2015.11.026

来源: Elsevier

【 摘 要 】

In this paper, we study a class of efficient iterative algorithms for the large sparse nonsingular saddle point problems based on the upper and lower triangular (ULT) splitting of the coefficient matrix. We call these algorithms ULT methods. First, the ULT algorithm is established and the characteristic of eigenvalues of the iteration matrix of these new methods is analyzed. Then we give the sufficient and necessary conditions for the convergence of these ULT methods. Moreover, the optimal iteration parameters and the corresponding convergence factors for some special cases of the ULT methods are presented. Numerical experiments on a few model problems are presented to support the theoretical results and examine the numerical effectiveness of these new methods. (C) 2015 Elsevier B.V. All rights reserved.

【 授权许可】

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