Article ID Journal Published Year Pages File Type
4602462 Linear Algebra and its Applications 2009 10 Pages PDF
Abstract

Bai et al. recently proposed an efficient parameterized Uzawa method for solving the nonsingular saddle point problems [Z.-Z. Bai, B.N. Parlett, Z.-Q. Wang, On generalized successive overrelaxation methods for augmented linear systems, Numer. Math. 102 (2005) 1–38]. In this paper, we further prove the semi-convergence of this method when it is applied to solve the singular saddle point problems under suitable restrictions on the involved iteration parameters. The optimal iteration parameters and the corresponding optimal semi-convergence factor for the parameterized Uzawa method are determined. In addition, numerical experiments are used to show the feasibility and effectiveness of the parameterized Uzawa method for solving singular saddle point problems.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory