SOR-like methods for augmented systems

DOI10.1023/A:1021965717530MaRDI QIDQ5937100zbMATH OpenOpenAlexFDO

Authors Gene H. Golub, Xiaonan Wu, Jinyun Yuan

Publication date 19 March 2002

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1021965717530

zbMATH Keywords

augmented systemsconstrained optimizationconvergencefinite element methodNavier-Stokes equationnumerical experimentsoptimal parameterSOR-like methodssuccessive overrelaxation

Mathematics Subject Classification ID

Navier-Stokes equations (35Q30) Iterative numerical methods for linear systems (65F10) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

Review text

The authors propose several successive overrelaxation (SOR)-like algorithms for solving augmented systems. A new approach is considered for solving the system arising from the finite element approximation to the Stokes equation. The null block in the coefficient matrix is replaced by some nonsingular matrix \(Q\) to get a special splitting. Application of the SOR method to such a splitting is called a SOR-like method. The optimal parameter for the SOR-like method and the behavior of its spectral radius are studied. For the special choise of the matrix \(Q\) some convergence results are given. Comparisons of the convergence rates and implementation of the proposed three algorithms are provided. Results from numerical experiments (flow in the unit square domain) are reported and discussed.

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Cited in

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• A modified SSOR iterative method for augmented systems
• The spectral properties of the Hermitian and skew-Hermitian splitting preconditioner for generalized saddle point problems
• On semi-convergence of parameterized Uzawa methods for singular saddle point problems
• Partitioned versus global Krylov subspace iterative methods for FE solution of 3-D Biot's problem
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• A new generalized parameterized inexact Uzawa method for solving saddle point problems
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• The modified PAHSS-PU and modified PPHSS-SOR iterative methods for saddle point problems
• Modified PHSS iterative methods for solving nonsingular and singular saddle point problems
• Parameterized generalized shift-splitting preconditioners for nonsymmetric saddle point problems
• On the semi-convergence of preconditioned GLHSS iteration method for non-Hermitian singular saddle point problem
• The Uzawa-PPS iteration methods for nonsingular and singular non-Hermitian saddle point problems
• A generalized preconditioned parameterized inexact Uzawa method for singular saddle point problems
• The generalized modified shift-splitting preconditioners for nonsymmetric saddle point problems
• A new Uzawa-type method for saddle point problems
• Variants of the Uzawa method for three-order block saddle point problem
• Modified Uzawa methods for saddle point problems
• A modified generalized shift-splitting preconditioner for nonsymmetric saddle point problems
• Generalized ASOR and modified ASOR methods for saddle point problems
• Analysis of modified SSOR method for augmented linear systems
• A new Uzawa method for fourth-order block saddle point problems
• The generalized double shift-splitting preconditioner for nonsymmetric generalized saddle point problems from the steady Navier-Stokes equations
• Variants of the deteriorated PSS preconditioner for saddle point problems
• A parameterized deteriorated PSS preconditioner and its optimization for nonsymmetric saddle point problems
• Improved PPHSS iterative methods for solving nonsingular and singular saddle point problems
• An accelerated symmetric SOR-like method for augmented systems
• Double-step scale splitting real-valued iteration method for a class of complex symmetric linear systems
• On block diagonal and block triangular iterative schemes and preconditioners for stabilized saddle point problems
• A modified parameterized shift-splitting preconditioner for saddle point problems
• Inexact block SSOR-like preconditioners for non-Hermitian positive definite linear systems of strong Hermitian parts
• Newton-PGSS and its improvement method for solving nonlinear systems with saddle point Jacobian matrices
• Improved splitting preconditioner for double saddle point problems arising from liquid crystal director modeling
• On preconditioning of double saddle point linear systems arising from liquid crystal director modeling
• A two-parameter block triangular preconditioner for double saddle point problem arising from liquid crystal directors modeling
• Structured backward error analysis for a class of block three-by-three saddle point problems
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• An efficient preconditioned variant of the PSS preconditioner for generalized saddle point problems
• An extension of the positive-definite and skew-Hermitian splitting method for preconditioning of generalized saddle point problems
• Updated preconditioned Hermitian and skew-Hermitian splitting-type iteration methods for solving saddle-point problems
• On quasi shift-splitting iteration method for a class of saddle point problems
• Convergence analysis for modified PAHSS-PU method with new parameter setting
• Preconditioned accelerated generalized successive overrelaxation method for solving complex symmetric linear systems
• A modified SOR-like method for absolute value equations associated with second order cones
• A new constraint preconditioner based on the PGSS iteration method for non-Hermitian generalized saddle point problems
• A general fast shift-splitting iteration method for nonsymmetric saddle point problems
• A generalized preconditioned HSS method for singular saddle point problems
• On generalized parameterized inexact Uzawa method for a block two-by-two linear system
• Semi-convergence analysis of Uzawa methods for singular saddle point problems
• New preconditioners for nonsymmetric saddle point systems with singular \((1,1)\) block
• Shift-splitting preconditioners for a class of block three-by-three saddle point problems
• On the SOR-like iteration method for solving absolute value equations
• Accelerating the shift-splitting iteration algorithm
• A class of upper and lower triangular splitting iteration methods for image restoration
• Discrete-time Zhang neural networks for time-varying nonlinear optimization
• Optimal accelerated SOR-like (ASOR) method for singular symmetric saddle point problems
• Spectral analysis of the matrix splitting preconditioner for block two-by-two linear systems
• Preconditioned Richardson iteration for augmented linear systems
• A modified ASOR-like method for augmented linear systems
• The preconditioned iterative methods with variable parameters for saddle point problem
• Semi-convergence analysis of the Uzawa-SOR methods for singular saddle point problems
• On parameter acceleration methods for saddle point problems
• A note on the iterative algorithm for large sparse saddle point problems
• Optimal parameters of GSOR-like methods for solving the augmented linear systems
• On unsymmetric block overrelaxation-type methods for saddle point problems
• Application of modified homotopy perturbation method for solving the augmented systems
• Preconditioned AHSS iteration method for singular saddle point problems
• Semi-convergence analysis of GMSSOR methods for singular saddle point problems
• A generalized variant of the deteriorated PSS preconditioner for nonsymmetric saddle point problems
• On convergence and semi-convergence of SSOR-like methods for augmented linear systems
• Convergence of a generalized MSSOR method for augmented systems
• On generalized stationary iterative method for solving the saddle point problems
• Symmetric-triangular decomposition and its applications. II: Preconditioners for indefinite systems
• On the iterative algorithm for large sparse saddle point problems
• Optimal parameters of the generalized symmetric SOR method for augmented systems
• A note on semi-convergence of generalized parameterized inexact Uzawa method for singular saddle point problems
• On the modified symmetric successive over-relaxation method for augmented systems
• On generalized successive overrelaxation methods for augmented linear systems
• On SSOR iteration method for a class of block two-by-two linear systems
• On the optimal parameters of GMSSOR method for saddle point problems
• Inner solvers for interior point methods for large scale nonlinear programming
• On equivalence of three-parameter iterative methods for singular symmetric saddle-point problem
• A new SOR-like method for the saddle point problems
• Modified accelerated parameterized inexact Uzawa method for singular and nonsingular saddle point problems
• A practical asymptotical optimal SOR method
• Splitting-based block preconditioning methods for block two-by-two matrices of real square blocks
• Improved PHSS iterative methods for solving saddle point problems
• The role of preconditioning in the solution to FE coupled consolidation equations by Krylov subspace methods
• A modified positive-definite and skew-Hermitian splitting preconditioner for generalized saddle point problems from the Navier-Stokes equation
• Block alternating splitting implicit iteration methods for saddle-point problems from time-harmonic eddy current models.
• A new modified SSOR iteration method for solving augmented linear systems
• A splitting preconditioner for saddle point problems.
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• Variants of the accelerated parameterized inexact Uzawa method for saddle-point problems
• Accelerated SOR-like method for augmented linear systems
• A variant of the deteriorated PSS preconditioner for nonsymmetric saddle point problems
• Parameterized preconditioned Hermitian and skew-Hermitian splitting iteration method for saddle-point problems
• A class of accelerated Uzawa algorithms for saddle point problems

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