Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5775761 | Applied Mathematics and Computation | 2017 | 15 Pages |
Abstract
A new relaxed PSS-like iteration scheme for the nonsymmetric saddle point problem is proposed. As a stationary iterative method, the new variant is proved to converge unconditionally. When used for preconditioning, the preconditioner differs from the coefficient matrix only in the upper-right components. The theoretical analysis shows that the preconditioned matrix has a well-clustered eigenvalues around (1, 0) with a reasonable choice of the relaxation parameter. This sound property is desirable in that the related Krylov subspace method can converge much faster, which is validated by numerical examples.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Ke Zhang, Ju-Li Zhang, Chuan-Qing Gu,