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

DOI10.1007/S40314-016-0390-0MaRDI QIDQ725752zbMATH OpenOpenAlexFDO

Authors Zhong Xu, Zheng-Ge Huang, Ligong Wang, Jingjing Cui

Publication date 2 August 2018

Published in Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40314-016-0390-0

zbMATH Keywords

convergencesaddle-point problemsemi-convergencesingle-step Hermitian and skew-Hermitian splittingUzawa method

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Computational methods for sparse matrices (65F50)

Review text

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.

Recommendations

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Cited in

(15)

• A new Uzawa-type method for saddle point problems
• A general Uzawa-type method for a class of \(2\times 2\) block structure linear system
• On Uzawa-SSI method for non-Hermitian saddle point problems
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• ON THE UPSS METHOD FOR NON-HERMITIAN SINGULAR SADDLE POINT PROBLEMS
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• An Uzawa-SHSS-SS method for solving non-symmetric saddle-point problems
• An Uzawa-DOS method for solving saddle-point problems
• On the convergence of classical and multilevel variants of the Uzawa and Arrow-Hurwicz algorithms related to the LBB condition

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