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A Fast Shift-Splitting Iteration Method for Nonsymmetric Saddle Point Problems

  • Quan-Yu Dou (a1), Jun-Feng Yin (a1) and Ze-Yu Liao (a1)
Abstract
Abstract

Based on the shift-splitting technique and the idea of Hermitian and skew-Hermitian splitting, a fast shift-splitting iteration method is proposed for solving nonsingular and singular nonsymmetric saddle point problems in this paper. Convergence and semi-convergence of the proposed iteration method for nonsingular and singular cases are carefully studied, respectively. Numerical experiments are implemented to demonstrate the feasibility and effectiveness of the proposed method.

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*Corresponding author. Email addresses: 08douquanyu@tongji.edu.cn (Q.-Y. Dou), yinjf@tongji.edu.cn (J.-F. Yin), 103632@tongji.edu.cn (Z.-Y. Liao)
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East Asian Journal on Applied Mathematics
  • ISSN: 2079-7362
  • EISSN: 2079-7370
  • URL: /core/journals/east-asian-journal-on-applied-mathematics
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