On local Hermitian and skew-Hermitian splitting iteration methods for generalized saddle point problems (Q2271982): Difference between revisions

The authors deal with a (generalized) saddle point problems. The paper describes a local Hermitian and skew-Hermitian splitting (LHSS) iterative method for solving standard saddle point systems with nonsymmetric leading diagonal block and zero terminating diagonal block. Authors give a condition sufficient for convergence the LHSS method. Then the method is slightly modified (MLHSS). The modified method is then further extended for application on generalized saddle point problems; i.e. with nonzero (but symmetric positive semi-negative) terminating block. (It is assumed that an eigenvalue decomposition of this terminating block is explicitly known.) This last method is called generalized MLHSS (GMLHSS). The LHSS method and its modified version are special cases of the parametrized inexact Uzawa (PIU) method. The paper is concluded by numerical results and comparison of LHSS/MLHSS/GMLHSS methods with the classical Uzawa method.