Abstract
Recently, Zhang and Wang studied the generalized parameterized inexact Uzawa (GPIU) method for singular saddle point problems, see Zhang and Wang (Appl. Math. Comput. 219:4225–4231, 2013). In this note, we prove the semi-convergence of GPIU method by another method, which has weaken the conditions of GPIU method. Then, we analyze the spectral properties of the corresponding preconditioned matrix. Moreover, for solving singular saddle point problems, we give a preconditioned matrix for GPIU method, numerical experiments are given to illustrate the efficiency of GPIU method with the preconditioned matrix.
Similar content being viewed by others
References
Björck, A.: Numerical Methods for Least Squares Problems. SIAM, Philadelphia (1996)
Brezzi, F., Fortin, M.: Mixed and Hybrid Finite Element Methods. Springer, New York (1991)
Elman, H.C.: Preconditioners for saddle point problems arising in computational fluid dynamics. Appl. Numer. Math. 43, 75–89 (2002)
Girault, V., Raviart, P.A.: Finite Element Approximation of the Navier Stokes Equations. Springer, Berlin, New York (1979)
Nocedal, J., Wright, S.: Numerical Optimization. Springer, New York (1999)
Benzi, M., Golub, G.H., Liesen, J.: Numerical solution of saddle point problems. Acta Numer. 14, 1–137 (2005)
Bramble, J.H., Pasciak, J.E., Vassilev, A.T.: Analysis of the inexact Uzawa algorithm for saddle point problems. SIAM J. Numer. Anal. 34, 1072–1092 (1997)
Arrow, K., Hurwicz, L., Uzawa, H.: Studies in Nonlinear Programming. Stanford University Press, Stanford (1958)
Bai, Z.-Z., Wang, Z.-Q.: On parameterized inexact Uzawa methods for generalized saddle point problems. Linear Algebra Appl. 428, 2900–2932 (2008)
Bai, Z.-Z., Parlett, B.N., Wang, Z.-Q.: On generalized successive overrelaxation methods for augmented linear systems. Numer. Math. 102, 1–38 (2005)
Elman, H.C., Golub, G.H.: Inexact and preconditioned Uzawa algorithms for saddle point problems. SIAM J. Numer. Anal. 31, 1645–1661 (1994)
Lin, Y.-Q., Wei, Y.-M.: Fast corrected Uzawa methods for solving symmetric saddle point problems. Calcolo 43, 65–82 (2006)
Bai, Z.-Z., Golub, G.H.: Accelerated Hermitian and skew-Hermitian splitting iteration methods for saddle point problems. IMA J. Numer. Anal. 27, 1–23 (2007)
Bai, Z.-Z., Golub, G.H., Li, C.-K.: Optimal parameter in Hermitian and skew-Hermitian splitting method for certain two-by-two block matrices. SIAM J. Sci. Comput. 28, 583–603 (2006)
Bai, Z.-Z., Golub, G.H., Ng, M.K.: Hermitian and skew-Hermitian splitting methods for non-Hermitian positive defitine linear systems. SIAM J. Matrix Anal. Appl. 24, 603–626 (2003)
Bai, Z.-Z., Golub, G.H., Pan, J.-Y.: Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite linear systems. Numer. Math. 98, 1–32 (2004)
Benzi, M., Golub, G.H.: A preconditioner for generalized saddle point problems. SIAM J. Matrix Anal. Appl. 26, 20–41 (2004)
Pan, J.-Y., Ng, M.K., Bai, Z.-Z.: New preconditioners for saddle point problems. Appl. Math. Comput. 172, 762–771 (2006)
Benzi, M., Guo, X.-P.: A dimensional split preconditioner for Stokes and linearized Navier-Stokes equations. Appl. Numer. Math. 61, 66–76 (2011)
Golub, G.H., Wu, X., Yuan, J.-Y.: SOR-like methods for augmented systems. BIT 41, 71–85 (2001)
Chen, F., Jiang, Y.-L.: A generalization of the inexact parameterized Uzawa methods for saddle point problems. Appl. Math. Comput. 206, 765–771 (2008)
Gao, N., Kong, X.: Block diagonally preconditioned PIU methods of saddle point problems. Appl. Math. Comput. 216, 1880–1887 (2010)
Zheng, B., Bai, Z.-Z., Yang, X.: On semi-convergence of parameterized Uzawa methods for singular saddle point problems. Linear Algebra Appl. 431, 808–817 (2009)
Ma, H.-F., Zhang, N.-M.: A note on block-diagonally preconditioned PIU methods for singular saddle point problems. Int. J. Comput. Math. 88, 3448–3457 (2011)
Zhang, G.-F., Wang, S.-S.: A generalization of parameterized inexact Uzawa method for singular saddle point problems. Appl. Math. Comput. 219, 4225–4231 (2013)
Zhang, N.-M., Lu, T.-T., Wei, Y.-M.: Semi-convergence analysis of Uzawa methods for singular saddle point problems. J. Comput. Appl. Math. 255, 334–345 (2014)
Liang, Z.-Z., Zhang, G.-F.: On block-diagonally preconditioned accelerated parameterized inexact Uzawa method for singular saddle point problems. Appl. Math. Comput. 221, 89–101 (2013)
Wang, S.-S., Zhang, G.-F.: Preconditioned AHSS iteration method for singular saddle point problems. Numer. Algor. (2013). doi:10.1007/s11075-012-9638-y
Li, J.-L., Zhang, Q.-N., Wu, S.-L.: Semi-convergence of the local Hermitian and Skew-Hermitian splitting iteration methods for singular generalized saddle point problems. Appl. Math. E-Notes 11, 82–90 (2011)
Bai, Z.-Z.: On semi-convergence of Hermitian and skew-Hermitian splitting methods for singular linear systems. Computing 89, 171–197 (2010)
Li, W., Liu, Y.-P., Peng, X.-F.: The generalized HSS method for solving singular linear systems. J. Comput. Appl. Math. 236, 2338–2353 (2012)
Chao, Z., Zhang, N.-M.: A generalized preconditioned HSS method for singular saddle point problems. Numer. Algor. (2013). doi:10.1007/s11075-013-9730-y
Li, J.-L., Huang, T.-Z.: Semi-convergence analysis of the inexact Uzawa method for singular saddle point problems. Revista de la Unión Matematica Argentina 53, 61–70 (2012)
Zhang, N.-M., Shen, P.: Constraint preconditioners for solving singular saddle point problems. J. Comput. Appl. Math. 238, 116–125 (2013)
Li, J.-L., Huang, T.-Z., Luo, D.: The semi-convergence of generalized SSOR method for singular augmented systems. Int. J. Numer. Anal. Model. 9, 270–275 (2012)
Berman, A., Plemmons, R.: Nonnegative Matrices in Mathematical Science. Academic Press, New York (1979)
Campbell, S.L., Meyer, C.D.: Generalized Inverses of Linear Transformations. Pitman, London (1979)
Zhang, N.-M., Wei, Y.-M.: On the convergence of general stationary iterative methods for Range-Hermitian singular linear systems. Numer. Linear Algebra Appl. 17, 139–154 (2010)
Dou, Q.-Y., Yin, J.-F.: A class of generalized inexact Uzawa methods for saddle point problems (in Chinese). Mathematica Numerica Sinica 34, 37–48 (2012)
Saad, Y., Schultz, M.H.: GMRES: A generalized minimal residual method for solving nonsymmetric linear systems. SIAM J. Sci. Statist. Comput. 7, 856–869 (1986)
Author information
Authors and Affiliations
Corresponding author
Additional information
This work is supported by the National Natural Science Foundation of China (No. 11071079)
Rights and permissions
About this article
Cite this article
Chao, Z., Chen, G. A note on semi-convergence of generalized parameterized inexact Uzawa method for singular saddle point problems. Numer Algor 68, 95–105 (2015). https://doi.org/10.1007/s11075-014-9840-1
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11075-014-9840-1
Keywords
- Singular saddle point problems
- Parameterized inexact Uzawa method
- Semi-convergence
- Preconditioned matrix