On local Hermitian and skew-Hermitian splitting iteration methods for generalized saddle point problems

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:231

Article

Jiang, Mei-Qun¹  Cao, Yang¹ 

[1] Suzhou Univ, Sch Math Sci, Suzhou 215006, Jiangsu, Peoples R China

关键词: Generalized saddle point problem;    Non-Hermitian positive matrix;    Hermitian and skew-Hermitian splitting;    Iterative method;   

DOI  :  10.1016/j.cam.2009.05.012

来源: Elsevier

【 摘 要 】

In this paper, we first present a local Hermitian and skew-Hermitian splitting (LHSS) iteration method for solving a class of generalized saddle point problems. The new method converges to the solution under suitable restrictions oil the preconditioning matrix. Then we give a modified LHSS (MLHSS) iteration method, and further extend it to the generalized saddle point problems, obtaining the so-called generalized MLHSS (GMLHSS) iteration method. Numerical experiments for a model Navier-Stokes problem are given, and the results show that the new methods outperform the classical Uzawa method and the inexact parameterized Uzawa method. (C) 2009 Elsevier B.V. All rights reserved.

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