• 제목/요약/키워드: singular saddle point problem

검색결과 3건 처리시간 0.015초

SEMI-CONVERGENCE OF THE PARAMETERIZED INEXACT UZAWA METHOD FOR SINGULAR SADDLE POINT PROBLEMS

  • YUN, JAE HEON
    • 대한수학회보
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    • 제52권5호
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    • pp.1669-1681
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    • 2015
  • In this paper, we provide semi-convergence results of the parameterized inexact Uzawa method with singular preconditioners for solving singular saddle point problems. We also provide numerical experiments to examine the effectiveness of the parameterized inexact Uzawa method with singular preconditioners.

ACCELERATION OF ONE-PARAMETER RELAXATION METHODS FOR SINGULAR SADDLE POINT PROBLEMS

  • Yun, Jae Heon
    • 대한수학회지
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    • 제53권3호
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    • pp.691-707
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    • 2016
  • In this paper, we first introduce two one-parameter relaxation (OPR) iterative methods for solving singular saddle point problems whose semi-convergence rate can be accelerated by using scaled preconditioners. Next we present formulas for finding their optimal parameters which yield the best semi-convergence rate. Lastly, numerical experiments are provided to examine the efficiency of the OPR methods with scaled preconditioners by comparing their performance with the parameterized Uzawa method with optimal parameters.

SPECTRAL ANALYSIS OF THE MGSS PRECONDITIONER FOR SINGULAR SADDLE POINT PROBLEMS

  • RAHIMIAN, MARYAM;SALKUYEH, DAVOD KHOJASTEH
    • Journal of applied mathematics & informatics
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    • 제38권1_2호
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    • pp.175-187
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    • 2020
  • Recently Salkuyeh and Rahimian in (Comput. Math. Appl. 74 (2017) 2940-2949) proposed a modification of the generalized shift-splitting (MGSS) method for solving singular saddle point problems. In this paper, we present the spectral analysis of the MGSS preconditioner when it is applied to precondition the singular saddle point problems with the (1, 1) block being symmetric. Some eigenvalue bounds for the spectrum of the preconditioned matrix are given. We show that all the real eigenvalues of the preconditioned matrix are in a positive interval and all nonzero eigenvalues having nonzero imaginary part are contained in an intersection of two circles.