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Regularized HSS iteration methods for saddle-point linear systems
Bai, Zhong-Zhi1; Benzi, Michele2
AbstractWe propose a class of regularized Hermitian and skew-Hermitian splitting methods for the solution of large, sparse linear systems in saddle-point form. These methods can be used as stationary iterative solvers or as preconditioners for Krylov subspace methods. We establish unconditional convergence of the stationary iterations and we examine the spectral properties of the corresponding preconditioned matrix. Inexact variants are also considered. Numerical results on saddle-point linear systems arising from the discretization of a Stokes problem and of a distributed control problem show that good performance can be achieved when using inexact variants of the proposed preconditioners.
KeywordSaddle-point linear system Hermitian and skew-Hermitian splitting Iterative methods Inexact implementation Preconditioning Convergence
Funding ProjectNational Natural Science Foundation for Creative Research Groups[11321061] ; National Natural Science Foundation, P.R. China[11671393] ; DOE (Office of Science)[ERKJ247]
WOS Research AreaComputer Science ; Mathematics
WOS SubjectComputer Science, Software Engineering ; Mathematics, Applied
WOS IDWOS:000401549700002
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Document Type期刊论文
Corresponding AuthorBai, Zhong-Zhi
Affiliation1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci Engn Comp, POB 2719, Beijing 100190, Peoples R China
2.Emory Univ, Dept Math & Comp Sci, Atlanta, GA 30322 USA
Recommended Citation
GB/T 7714
Bai, Zhong-Zhi,Benzi, Michele. Regularized HSS iteration methods for saddle-point linear systems[J]. BIT NUMERICAL MATHEMATICS,2017,57(2):287-311.
APA Bai, Zhong-Zhi,&Benzi, Michele.(2017).Regularized HSS iteration methods for saddle-point linear systems.BIT NUMERICAL MATHEMATICS,57(2),287-311.
MLA Bai, Zhong-Zhi,et al."Regularized HSS iteration methods for saddle-point linear systems".BIT NUMERICAL MATHEMATICS 57.2(2017):287-311.
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