On parameterized generalized skew-Hermitian triangular splitting iteration method for singular and nonsingular saddle point problems

Guo-Feng Zhang, Li-Dan Liao and Zhao-Zheng Liang

Applied Mathematics and Computation, 2015, vol. 254, issue C, 340-359

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.

Keywords: Saddle point problems; Semi-convergence; Convergence; GSTS iteration method; Matrix splitting (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:254:y:2015:i:c:p:340-359

DOI: 10.1016/j.amc.2014.12.120

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