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Preconditioned AHSS-PU alternating splitting iterative methods for saddle point problems

Qing-Qing Zheng and Chang-Feng Ma

Applied Mathematics and Computation, 2016, vol. 273, issue C, 217-225

Abstract: In order to solve large sparse saddle point problems (SPP) quickly and efficiently, Wang and Zhang recently studied the preconditioned accelerated Hermitian and skew-Hermitian splitting (PAHSS) methods. Through accelerating the PAHSS iteration algorithms by using parameterized Uzawa (PU) method, a preconditioned AHSS-PU alternating splitting iterative method (PAHSS-PU method) for solving saddle point problems is proposed in this paper. The convergence results of this new method are given under some suitable conditions. Moreover, we can obtain that if the parameters are suitable selected, then the PAHSS-PU algorithm will outperform the PAHSS algorithm and some Uzawa-type methods in the same precision condition. Numerical experiments are presented to illustrate the theoretical results and examine the numerical effectiveness of the PAHSS-PU method.

Keywords: Saddle point problem; Alternating iterative; The PAHSS method; The parameterized Uzawa method (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:273:y:2016:i:c:p:217-225

DOI: 10.1016/j.amc.2015.09.073

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