Optimal parameters in the HSS-like methods for saddle-point problems

doi:10.1002/nla.626

	Optimal parameters in the HSS-like methods for saddle-point problems
	Bai, Zhong-Zhi
	2009-06-01
发表期刊	NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS
ISSN	1070-5325
卷号	16 期号:6 页码:447-479
摘要	For the Hermitian and skew-Hermitian splitting iteration method and its accelerated variant for solving the large sparse saddle-point problems, we compute their quasi-optimal iteration parameters and the corresponding quasi-optimal convergence factors for the more practical but more difficult case that the (1, 1)-block of the saddle-point matrix is not algebraically equivalent to the identity matrix. In addition, the algebraic behaviors and the clustering properties of the eigenvalues of the preconditioned matrices with respect to these two iterations are investigated in detail, and the formulas for computing good iteration parameters are given under certain principle for optimizing the distribution of the eigenvalues. Copyright (C) 2008 John Wiley & Sons, Ltd.
关键词	saddle-point problem Hermitian and skew-Hermitian splitting accelerated splitting iteration method preconditioning property
DOI	10.1002/nla.626
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000267042600002
出版者	JOHN WILEY & SONS LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/7973
专题	计算数学与科学工程计算研究所
通讯作者	Bai, Zhong-Zhi
作者单位	Chinese Acad Sci, State Key Lab Sci Engn Comp, Inst Computat Math & Sci Engn Comp, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Bai, Zhong-Zhi. Optimal parameters in the HSS-like methods for saddle-point problems[J]. NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS,2009,16(6):447-479.
APA	Bai, Zhong-Zhi.(2009).Optimal parameters in the HSS-like methods for saddle-point problems.NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS,16(6),447-479.
MLA	Bai, Zhong-Zhi."Optimal parameters in the HSS-like methods for saddle-point problems".NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS 16.6(2009):447-479.