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

  • H. Noormohammadi Pour (a1) and H. Sadeghi Goughery (a1)
Abstract
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.

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*Corresponding author. Email address: hsadeghi31@yahoo.com (H. Sadeghi Goughery)
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Numerical Mathematics: Theory, Methods and Applications
  • ISSN: 1004-8979
  • EISSN: 2079-7338
  • URL: /core/journals/numerical-mathematics-theory-methods-and-applications
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