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Accelerated Hermitian and skew-Hermitian splitting iteration methods for saddle-point problems
文献类型：期刊论文
| 作者 | Bai, Zhong-Zhi ; Golub, Gene H.
|
| 刊名 | IMA JOURNAL OF NUMERICAL ANALYSIS
 |
| 出版日期 | 2007 |
| 卷号 | 27期号:1页码:1-23 |
| 关键词 | saddle-point problem Hermitian and skew-Hermitian splitting splitting iteration method preconditioning |
| ISSN号 | 0272-4979 |
| DOI | 10.1093/imanum/drl017 |
| 英文摘要 | We establish a class of accelerated Hermitian and skew-Hermitian splitting (AHSS) iteration methods for large sparse saddle-point problems by making use of the Hermitian and skew-Hermitian splitting (HSS) iteration technique. These methods involve two iteration parameters whose special choices can recover the known preconditioned HSS iteration methods, as well as yield new ones. Theoretical analyses show that the new methods converge unconditionally to the unique solution of the saddle-point problem. Moreover, the optimal choices of the iteration parameters involved and the corresponding asymptotic convergence rates of the new methods are computed exactly. In addition, theoretical properties of the preconditioned Krylov subspace methods such as GMRES are investigated in detail when the AHSS iterations are employed as their preconditioners. Numerical experiments confirm the correctness of the theory and the effectiveness of the methods. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000243861300001 |
| 出版者 | OXFORD UNIV PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/3977]  |
| 专题 | 计算数学与科学工程计算研究所 |
| 通讯作者 | Bai, Zhong-Zhi |
| 作者单位 | 1.Chinese Acad Sci, State Key Lab Sci Engn Comp, Inst Computat Math & Sci Engn Comp, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Stanford Univ, Dept Comp Sci, Sci Comp & Computat Math Program, Stanford, CA 94305 USA |
| 推荐引用方式 GB/T 7714 | Bai, Zhong-Zhi,Golub, Gene H.. Accelerated Hermitian and skew-Hermitian splitting iteration methods for saddle-point problems[J]. IMA JOURNAL OF NUMERICAL ANALYSIS,2007,27(1):1-23. |
| APA | Bai, Zhong-Zhi,&Golub, Gene H..(2007).Accelerated Hermitian and skew-Hermitian splitting iteration methods for saddle-point problems.IMA JOURNAL OF NUMERICAL ANALYSIS,27(1),1-23. |
| MLA | Bai, Zhong-Zhi,et al."Accelerated Hermitian and skew-Hermitian splitting iteration methods for saddle-point problems".IMA JOURNAL OF NUMERICAL ANALYSIS 27.1(2007):1-23. |
入库方式： OAI收割
来源：数学与系统科学研究院
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