Article ID Journal Published Year Pages File Type
4627112 Applied Mathematics and Computation 2015 20 Pages PDF
Abstract
Recently, Krukier et al. (2014) and Dou et al. (2014) have studied the generalized skew-Hermitian triangular splitting (GSTS) iteration method for nonsingular and singular saddle point problems, respectively. In this paper, we further extend the GSTS method to a parameterized GSTS (PGSTS) method for solving non-Hermitian nonsingular and singular saddle point problems. By singular value decomposition technique, we derive conditions of the new iterative method for guaranteeing the convergence for non-Hermitian nonsingular saddle point problems and its semi-convergence for singular saddle point problems, respectively. In addition, the choice of the acceleration parameters in a practical manner is studied. Numerical experiments are provided, which further confirm our theoretical results and show the new method is feasible and effective for non-Hermitian nonsingular or singular saddle point problems.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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