The generalized Uzawa-SHSS method for non-Hermitian saddle-point problems (Q725752)

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The generalized Uzawa-SHSS method for non-Hermitian saddle-point problems
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    The generalized Uzawa-SHSS method for non-Hermitian saddle-point problems (English)
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    2 August 2018
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    Recently, \textit{C.-X. Li} and \textit{S.-L. Wu} [Appl. Math. Lett. 44, 26--29 (2015; Zbl 1315.65032)] proposed the single-step Hermitian and skew-Hermitian splitting (SHSS) method for solving non-Hermitian positive definite linear systems. Based on these single-step splittings applied to the (1,1) part of a saddle-point coefficient matrix, a new Uzawa-type method is proposed for solving a class of saddle-point problems with non-Hermitian positive definite (1,1) parts. Convergence (resp. semi-convergence) properties of this new method for nonsingular (resp. singular) saddle-point matrices are derived under suitable conditions. Numerical examples are implemented to confirm the theoretical results and verify that this new method has computational advantages over the so-called new HSSlike (NHSS-like), the Uzawa-HSS and the parameterized Uzawa-skew-Hermitian triangular splitting (PU-STS) methods in the special case of solving nonsingular or singular saddle-point problems with non-Hermitian positive definite or Hermitian dominant (1,1) parts. In particular, the method seems to require less iterations when the Hermitian part of the saddle-point matrix is dominant. On the other hand, it requires to choose more free parameters (three) than other methods.
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    saddle-point problem
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    Uzawa method
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    single-step Hermitian and skew-Hermitian splitting
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    convergence
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    semi-convergence
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