Abstract
There have been a couple of papers for the solution of the nonsingular symmetric saddle-point problem using three-parameter iterative methods. In most of them, regions of convergence for the parameters are found, while in three of them, optimal parameters are determined, and in one of the latter, many more cases, than in all the others, are distinguished, analyzed, and studied. It turns out that two of the optimal parameters coincide making the optimal three-parameter methods be equivalent to the optimal two-parameter known ones. Our aim in this work is manifold: (i) to show that the iterative methods we present are equivalent, (ii) to slightly change some statements in one of the main papers, (iii) to complete the analysis in another one, (iv) to explain how the transition from any of the methods to the others is made, (v) to extend the iterative method to cover the singular symmetric case, and (vi) to present a number of numerical examples in support of our theory. It would be an omission not to mention that the main material which all researchers in the area have inspired from and used is based on the one of the most cited papers by Bai et al. (Numer. Math. 102:1–38, 2005).
Similar content being viewed by others
References
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)
Bai, Z.-Z., Parlett, B. N., Wang, Z.-Q.: On generalized successive overrelaxation methods for augmented linear systems. Numer. Math. 102, 1–38 (2005)
Bai, Z.-Z., Tao, M.: On preconditioned and relaxed AVMM methods for quadratic programming problems with equality constraints. Linear Algebra Appl. 516, 264–285 (2017)
Bai, Z.-Z., Wang, Z.-Q.: On parameterized inexact Uzawa methods for generalized saddle-point problems. Linear Algebra Appl. 428, 2900–2932 (2008)
Berman, A., Plemmons, R. J.: Nonnegative matrices in the mathematical sciences classics in applied mathematics, vol. 9. SIAM, Philadelphia (1994)
Cao, Y., Li, S., Yao, L.-Q.: A class of generalized shift-splitting preconditioners for nonsymmetric saddle-point problems. Appl. Math. Lett. 49, 20–27 (2015)
Chen, C.-R., Ma, C.-F.: A generalized shift-splitting preconditioner for singular saddle-point problems. Appl. Math. Comput. 269, 947–955 (2015)
Darvishi, M. T., Hessari, P.: Symmetric SOR method for augmented systems. Appl. Math. Comput. 183, 409–415 (2006)
Feng, T.-T., Guo, X.-P., Chen, G.-L.: A modified ASOR method for augmented linear systems. Numer. Algor. 82, 1097–1115 (2019)
Golub, G. H., Wu, X., Yuan, J.-Y.: SOR-like methods for augmented systems. BIT Numer. Math. 55, 71–85 (2001)
Guo, X.-P., Hadjidimos, A.: Optimal accelerated SOR-like (SAOR) method for singular symmetric saddle-pont problem. J. Comput. Appl. Math. 370, 112662 (2020). https://doi.org/10.1016/j.cam.2019.112.662
Hadjidimos, A.: Accelerated overrelaxation method. Math. Comp. 32, 149–157 (1978)
Hadjidimos, A.: The matrix analogue of the AOR iterative method. J. Comput. Appl. Math. 288, 366–378 (2015). https://doi.org/10.1016/j.cam.2015.04.026
Hadjidimos, A.: The saddle-point problem and the Manteuffel algorithm. BIT Numer. Math. 56, 1281–1302 (2016). https://doi.org/10.1007/s10543-016-0617-x
Hadjidimos, A.: On equivalence of optimal relaxed block iterative methods for the singular nonsymmetric saddle-point problem. Linear Algebra Appl. 522, 175–202 (2017). https://doi.org/10.1016/j.laa.2017.01.035
Henrici, P.: Applied and computational complex analysis, vol. 1. Wiley, New York (1974)
Horn, R. A., Johnson, C. R.: Matrix analysis. Cambridge University Press, Cambridge (1985)
Huang, Z.-D., Wang, H.-D.: On the optimal convergemce factor for the accelerated parameterized Uzawa method with three parameters for augmented systems, vol. 25. https://doi.org/10.1002/nla.2189 (2018)
Louka, M.: Iterative methods for the numerical solution of linear systems. Ph.D. thesis. Informatics Dept. Athens Univ. Athens Greece. (in Greek) (2011)
Louka, M. A., Missirlis, N. M.: A comparison of the extrapolated successive overrelaxation and the preconditioned simultaneous displacement methods for augmented linear systems. Numer. Math. 131, 517–540 (2015)
Li, X., Wu, Y.-J., Yang, A.-L., Yuan, J.-Y.: Modified accelerated parameterized inexact Uzawa method for singular and nonsingular saddle-point problems. Appl. Math. Comput. 244, 552–560 (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)
Ma, H.-F., Zhang, N.-M.: A note on block-diagonally preconditioned PIU methods for singular saddle-point problems. Intern. J. Comput. Math. 88, 3448–3457 (2011)
Miller, J. H. H.: On the location of zeros of certain classes of polynomials with applications to nerical analysis. J. Inst. Math. Appl. 8, 397–406 (1971)
Njeru, P. N., Guo, X.-P.: Accelerated SOR-like (ASOR) method for augmented systems. BIT Numer. Math. 56, 557–571 (2016)
Varga, R. S.: Matrix iterative analysis. Springer, Berlin (2000)
Wu, S.-L., Huang, T.-Z., Zhao, X.-L.: A modified SSOR iterative method for augmented systems. J. Comput. Appl. Math. 228, 424–433 (2009)
Wu, X., Silva, B. P. B., Yuan, J.-Y.: Conjugate gradient method for rank deficient saddle-point problems. Numer. Algor. 35, 139–154 (2004)
Wang, S.-S., Zhang, G.-F.: Preconditioned AHSS iteration method for singular saddle-point problems. Numer. Algor. 63, 521–535 (2013)
Yang, A.-L., Li, X., Wu, Y.-J.: On semi-convergence of the Uzawa-HSS method for singular saddle-point problems. Appl. Math. Comput. 252, 88–98 (2015)
Young, D. M.: Iterative solution of large linear systems. Academic Press, New York (1971)
Zheng, B., Bai, Z.-Z., Yang, X.: On semi-convergence of parameterized Uzawa method for singular saddle-point problems. Linear Algebra Appl. 431, 808–817 (2009)
Zhang, L.-T., Huang, T.-Z., Cheng, S.-H., Wang, Y.-P.: Convergence of a generalized MSSOR method for augmented systems. J. Comput. Appl. Math. 236, 1841–1850 (2012)
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)
Zhang, N., Shen, P.: Constraint preconditioners for solving singular saddle-point problems. J. Comput. Appl. Math. 238, 116–125 (2013)
Zhang, N., 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)
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)
Zhou, L., Zhang, N.: Semi-convergence analysis of GMSSOR methods for singular saddle-point problems. Comput. Math. Appl. 68, 596–605 (2014)
Acknowledgments
The authors are most grateful to the three reviewers, especially for their patience and for their essential and constructive criticism as well as for their specific comments and suggestions which greatly improved the quality of this work.
Author information
Authors and Affiliations
Corresponding author
Additional information
Publisher’s note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
About this article
Cite this article
Hadjidimos, A., Tzoumas, M. On equivalence of three-parameter iterative methods for singular symmetric saddle-point problem. Numer Algor 86, 1391–1419 (2021). https://doi.org/10.1007/s11075-020-00938-1
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11075-020-00938-1
Keywords
- Nonsingular/singular symmetric saddle-point problem
- Three-parameter iterative solution methods
- Optimal parameters
- Optimal semi-convergence factor