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Generalized Accelerated Hermitian and Skew-Hermitian Splitting Methods for Saddle-Point Problems

Part of: Numerical linear algebra

Published online by Cambridge University Press:  20 February 2017

H. Noormohammadi Pour  and
H. Sadeghi Goughery
H. Noormohammadi Pour
Affiliation:
Department of Mathematics, Kerman Branch, Islamic Azad University, Kerman, Iran
H. Sadeghi Goughery*
Affiliation:
Department of Mathematics, Kerman Branch, Islamic Azad University, Kerman, Iran
*
*Corresponding author. Email address:[email protected] (H. Sadeghi Goughery)
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Abstract

We generalize the accelerated Hermitian and skew-Hermitian splitting (AHSS) iteration methods for large sparse saddle-point problems. These methods involve four iteration parameters whose special choices can recover the preconditioned HSS and accelerated HSS iteration methods. Also a new efficient case is introduced and we theoretically prove that this new method converges to the unique solution of the saddle-point problem. Numerical experiments are used to further examine the effectiveness and robustness of iterations.

Keywords

saddle-point problemHermitian and skew-Hermitian splittingpreconditioning

MSC classification

Secondary: 65F10: Iterative methods for linear systems 65F15: Eigenvalues, eigenvectors
Type
Research Article
Information
Numerical Mathematics: Theory, Methods and Applications , Volume 10 , Issue 1 , February 2017 , pp. 167 - 185
Copyright
Copyright © Global-Science Press 2017 

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