An iterative method with variable relaxation parameters for saddle-point problems
文献类型：期刊论文
| 作者 | Hu, QY; Zou, J |
| 刊名 | SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
 |
| 出版日期 | 2001-11-19 |
| 卷号 | 23期号:2页码:317-338 |
| 关键词 | saddle-point inexact Uzawa method indefinite systems preconditioning |
| ISSN号 | 0895-4798 |
| 英文摘要 | In this paper, we propose an inexact Uzawa method with variable relaxation parameters for iteratively solving linear saddle-point problems. The method involves two variable relaxation parameters, which can be updated easily in each iteration, similar to the evaluation of the two iteration parameters in the conjugate gradient method. This new algorithm has an advantage over most existing Uzawa-type algorithms: it is always convergent without any a priori estimates on the spectrum of the preconditioned Schur complement matrix, which may not be easy to achieve in applications. The rate of the convergence of the inexact Uzawa method is analyzed. Numerical results of the algorithm applied for the Stokes problem and a purely linear system of algebraic equations are presented. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000172891000002 |
| 出版者 | SIAM PUBLICATIONS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/16406]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Hu, QY |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, Beijing 100080, Peoples R China 2.Chinese Univ Hong Kong, Dept Math, Shatin, Hong Kong, Peoples R China |
| 推荐引用方式 GB/T 7714 | Hu, QY,Zou, J. An iterative method with variable relaxation parameters for saddle-point problems[J]. SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS,2001,23(2):317-338. |
| APA | Hu, QY,&Zou, J.(2001).An iterative method with variable relaxation parameters for saddle-point problems.SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS,23(2),317-338. |
| MLA | Hu, QY,et al."An iterative method with variable relaxation parameters for saddle-point problems".SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS 23.2(2001):317-338. |
入库方式： OAI收割
来源：数学与系统科学研究院
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