THE GENERALIZED LOCAL HERMITIAN AND SKEW-HERMITIAN SPLITTING ITERATION METHODS FOR THE NON-HERMITIAN GENERALIZED SADDLE POINT PROBLEMS  

作　　者：Hongtao Fan Bing Zheng 

机构地区：[1]School of Mathematics and Statistics, Lanzhou University, Lanzhou 730000, China

出　　处：《Journal of Computational Mathematics》2014年第3期312-331,共20页计算数学（英文）

基　　金：We would like to express our sincere gratitude to the anonymous referees whose constructive comments have the presentation of this paper greatly improved. The work was supported by the National Natural Science Foundation （No.11171371 and No.11101195）.

摘　　要：For large and sparse saddle point problems, Zhu studied a class of generalized local Hermitian and skew-Hermitian splitting iteration methods for non-Hermitian saddle point problem [M.-Z. Zhu, Appl. Math. Comput. 218 （2012） 8816-8824 ]. In this paper, we further investigate the generalized local Hermitian and skew-Hermitian splitting （GLHSS） iteration methods for solving non-Hermitian generalized saddle point problems. With different choices of the parameter matrices, we derive conditions for guaranteeing the con- vergence of these iterative methods. Numerical experiments are presented to illustrate the effectiveness of our GLHSS iteration methods as well as the preconditioners.For large and sparse saddle point problems, Zhu studied a class of generalized local Hermitian and skew-Hermitian splitting iteration methods for non-Hermitian saddle point problem [M.-Z. Zhu, Appl. Math. Comput. 218 （2012） 8816-8824 ]. In this paper, we further investigate the generalized local Hermitian and skew-Hermitian splitting （GLHSS） iteration methods for solving non-Hermitian generalized saddle point problems. With different choices of the parameter matrices, we derive conditions for guaranteeing the con- vergence of these iterative methods. Numerical experiments are presented to illustrate the effectiveness of our GLHSS iteration methods as well as the preconditioners.

关 键 词：Generalized saddle point problems Hermitian and skew-Hermitian matrixsplitting Iteration method Convergence. 

分 类 号：O151.21[理学—数学] O177.91[理学—基础数学]