Convergence analysis of the corrected Uzawa algorithm for symmetric saddle point problems  

作　　者：LU Jun-feng 

机构地区：[1]Hangzhou Institute of Commerce,Zhejiang Gongshang University

出　　处：《Applied Mathematics(A Journal of Chinese Universities)》2014年第1期29-35,共7页高校应用数学学报（英文版）（B辑）

基　　金：Supported by the National Natural Science Foundation of China(11201422);the Natural Science Foundation of Zhejiang Province(Y6110639,LQ12A01017)

摘　　要：For the large sparse saddle point problems, Pan and Li recently proposed in [H. K. Pan, W. Li, Math. Numer. Sinica, 2009, 31（3）： 231-242] a corrected Uzawa algorithm based on a nonlinear Uzawa algorithm with two nonlinear approximate inverses, and gave the detailed convergence analysis. In this paper, we focus on the convergence analysis of this corrected Uzawa algorithm, some inaccuracies in [H. K. Pan, W. Li, Math. Numer. Sinica, 2009, 31（3）： 231-242] are pointed out, and a corrected convergence theorem is presented. A special case of this modified Uzawa algorithm is also discussed.For the large sparse saddle point problems, Pan and Li recently proposed in [H. K. Pan, W. Li, Math. Numer. Sinica, 2009, 31（3）： 231-242] a corrected Uzawa algorithm based on a nonlinear Uzawa algorithm with two nonlinear approximate inverses, and gave the detailed convergence analysis. In this paper, we focus on the convergence analysis of this corrected Uzawa algorithm, some inaccuracies in [H. K. Pan, W. Li, Math. Numer. Sinica, 2009, 31（3）： 231-242] are pointed out, and a corrected convergence theorem is presented. A special case of this modified Uzawa algorithm is also discussed.

关 键 词：Saddle point problem Uzawa algorithm convergence analysis 

分 类 号：O211.6[理学—概率论与数理统计]