WSEAS Transactions on Mathematics
Print ISSN: 1109-2769, E-ISSN: 2224-2880
Volume 11, 2012
On Generalized Preconditioned Hermitian and Skew-Hermitian Splitting Methods for Saddle Point Problems
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Abstract: In this paper, we study the iterative algorithms for saddle point problems(SPP). Bai, Golub and Pan recently studied a class of preconditioned Hermitian and skew-Hermitian splitting methods(PHSS). By further accelerating it with another parameters, using the Hermitian/skew-Hermitian splitting iteration technique we present the generalized preconditioned Hermitian and skew-Hermitian splitting methods with four parameters(4- GPHSS). Under some suitable conditions, we give the convergence results. Numerical examples further confirm the correctness of the theory and the effectiveness of the method.
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Keywords: Saddle point problems, iterative method, Hermitian and skew-Hermitian splitting method, preconditioned Hermitian and skew-Hermitian splitting method, SOR-like method