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A New Uzawa-Type Iteration Method for Non-Hermitian Saddle-Point Problems

  • Yan Dou (a1), Ai-Li Yang (a1) and Yu-Jiang Wu (a1)
Abstract
Abstract

Based on a preconditioned shift-splitting of the (1,1)-block of non-Hermitian saddle-point matrix and the Uzawa iteration method, we establish a new Uzawa-type iteration method. The convergence properties of this iteration method are analyzed. In addition, based on this iteration method, a preconditioner is proposed. The spectral properties of the preconditioned saddle-point matrix are also analyzed. Numerical results are presented to verify the robustness and the efficiency of the new iteration method and the preconditioner.

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*Corresponding author. Email address: myjaw@lzu.edu.cn (Y.-J. Wu)
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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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