Title
An inexact relaxed DPSS preconditioner for saddle point problem
Abstract
Based on the relaxed deteriorated positive-definite and skew-Hermitian splitting (DPSS) preconditioner, in this paper, we proposed a class of relaxed deteriorated positive-definite and skew-Hermitian splitting (RDPSS) preconditioner for solving the saddle point problem. The proposed RDPSS preconditioner is a technical modification of the deteriorated positive-definite and skew-Hermitian splitting (DPSS) preconditioner 36. The PSS preconditioner is a straightforward application of the positive-definite and skew-Hermitian splitting (PSS) iteration method for solving non-Hermitian positive definite linear systems initially established by Bai et¿al. 37. Numerical results have shown that the proposed RDPSS preconditioner is advantageous over the existing DPSS preconditioner.
Year
DOI
Venue
2015
10.1016/j.amc.2015.05.025
Applied Mathematics and Computation
Keywords
Field
DocType
Saddle point problem,Relaxed DPSS,Preconditioner,Eigenvalue,Convergence,Numerical results
Convergence (routing),Mathematical optimization,Saddle point,Preconditioner,Linear system,Mathematical analysis,Iterative method,Positive-definite matrix,Mathematics,Eigenvalues and eigenvectors
Journal
Volume
Issue
ISSN
265
C
0096-3003
Citations 
PageRank 
References 
6
0.41
27
Authors
3
Name
Order
Citations
PageRank
Na Huang1303.22
Changfeng Ma210016.25
Yajun Xie380.77