Uzawa-Low method and preconditioned Uzawa-Low method for three-order block saddle point problem
Ji-Cheng Li,
Na-Na Wang and
Xu Kong
Applied Mathematics and Computation, 2015, vol. 269, issue C, 626-636
Abstract:
In this paper, Uzawa-Low method for three-order block saddle point problem is presented and the corresponding convergence conditions are established. Furthermore, by introducing a preconditioner, we propose centered preconditioned Uzawa-Low method (CPU-Low method) and obtain its convergence conditions as well. Experimental results show that the two proposed methods are more efficient than Uzawa-Low method for the original saddle point problem and the CPU-Low method is superior to the Uzawa-Low method for three-order block saddle point problem.
Keywords: Saddle point problem; Three-order block saddle point problem; Uzawa-Low method; Parameter analysis; Centered preconditioned method (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (1)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:269:y:2015:i:c:p:626-636
DOI: 10.1016/j.amc.2015.07.107
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