Article ID Journal Published Year Pages File Type
4602400 Linear Algebra and its Applications 2008 33 Pages PDF
Abstract

For the large sparse saddle point problems, Bai et al. recently studied a class of parameterized inexact Uzawa (PIU) methods [Z.-Z. Bai, B.N. Parlett, Z.-Q. Wang. On generalized successive overrelaxation methods for augmented linear systems, Numer. Math. 102 (2005) 1–38]. For a special case that the (1,1)-block is solved exactly, they determined the convergence domain and computed the optimal iteration parameters and the corresponding optimal convergence factor for the induced method. In this paper, we develop these methods to the large sparse generalized saddle point problems. For the obtained parameterized inexact Uzawa method, we prove its convergence under suitable restrictions on the iteration parameters. In particular, we determine its quasi-optimal iteration parameters and the corresponding quasi-optimal convergence factor for the saddle point problems. Furthermore, This PIU method is generalized to obtain a framework of accelerated variants of the parameterized inexact Uzawa methods for solving both symmetric and nonsymmetric generalized saddle point problems by using the techniques of vector extrapolation, matrix relaxation and inexact iteration.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory