On local Hermitian and skew-Hermitian splitting iteration methods for generalized saddle point problems

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摘要

In this paper, we first present a local Hermitian and skew-Hermitian splitting (LHSS) iteration method for solving a class of generalized saddle point problems. The new method converges to the solution under suitable restrictions on the preconditioning matrix. Then we give a modified LHSS (MLHSS) iteration method, and further extend it to the generalized saddle point problems, obtaining the so-called generalized MLHSS (GMLHSS) iteration method. Numerical experiments for a model Navier–Stokes problem are given, and the results show that the new methods outperform the classical Uzawa method and the inexact parameterized Uzawa method.

论文关键词:65H10,65W05,Generalized saddle point problem,Non-Hermitian positive matrix,Hermitian and skew-Hermitian splitting,Iterative method

论文评审过程:Received 24 September 2008, Revised 14 May 2009, Available online 19 May 2009.

论文官网地址:https://doi.org/10.1016/j.cam.2009.05.012