An iterative method with variable relaxation parameters for saddle-point problems

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	An iterative method with variable relaxation parameters for saddle-point problems
	Hu, QY ; Zou, J
	2001-11-19
发表期刊	SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
ISSN	0895-4798
卷号	23 期号:2 页码:317-338
摘要	In this paper, we propose an inexact Uzawa method with variable relaxation parameters for iteratively solving linear saddle-point problems. The method involves two variable relaxation parameters, which can be updated easily in each iteration, similar to the evaluation of the two iteration parameters in the conjugate gradient method. This new algorithm has an advantage over most existing Uzawa-type algorithms: it is always convergent without any a priori estimates on the spectrum of the preconditioned Schur complement matrix, which may not be easy to achieve in applications. The rate of the convergence of the inexact Uzawa method is analyzed. Numerical results of the algorithm applied for the Stokes problem and a purely linear system of algebraic equations are presented.
关键词	saddle-point inexact Uzawa method indefinite systems preconditioning
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000172891000002
出版者	SIAM PUBLICATIONS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/16407
专题	中国科学院数学与系统科学研究院
通讯作者	Hu, QY
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, Beijing 100080, Peoples R China 2.Chinese Univ Hong Kong, Dept Math, Shatin, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Hu, QY,Zou, J. An iterative method with variable relaxation parameters for saddle-point problems[J]. SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS,2001,23(2):317-338.
APA	Hu, QY,&Zou, J.(2001).An iterative method with variable relaxation parameters for saddle-point problems.SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS,23(2),317-338.
MLA	Hu, QY,et al."An iterative method with variable relaxation parameters for saddle-point problems".SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS 23.2(2001):317-338.