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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2006, Volume 46, Number 6, Pages 983–995
(Mi zvmmf453)
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This article is cited in 2 scientific papers (total in 2 papers)
Optimization of the generalized method of Hermitian and skew-Hermitian splitting iterations for solving symmetric saddle-point problems
Yu. V. Bychenkov Faculty of Mechanics and Mathematics, Moscow State University, Leninskie gory, Moscow, 119992, Russia
Abstract:
An algorithm for solving a nonsingular symmetric system of linear equations with a saddle point is examined. This algorithm has two constant iteration parameters and is an extension of the algorithm of Hermitian and skew-Hermitian splitting iterations (the HSS algorithm). Analytical formulas are derived for the optimal values of the iteration parameters. The formulation of the optimization problem is a classical one for the saddle-point problems. The results obtained are sharp.
Key words:
saddle-point operator, method of Hermitian and skew-Hermitian splitting iterations, HSS algorithm, GPHSS algorithm.
Received: 20.12.2005
Citation:
Yu. V. Bychenkov, “Optimization of the generalized method of Hermitian and skew-Hermitian splitting iterations for solving symmetric saddle-point problems”, Zh. Vychisl. Mat. Mat. Fiz., 46:6 (2006), 983–995; Comput. Math. Math. Phys., 46:6 (2006), 937–948
Linking options:
https://www.mathnet.ru/eng/zvmmf453 https://www.mathnet.ru/eng/zvmmf/v46/i6/p983
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