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An inexact relaxed DPSS preconditioner for saddle point problem

Author

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  • Huang, Na
  • Ma, Chang-Feng
  • Xie, Ya-Jun

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.

Suggested Citation

  • Huang, Na & Ma, Chang-Feng & Xie, Ya-Jun, 2015. "An inexact relaxed DPSS preconditioner for saddle point problem," Applied Mathematics and Computation, Elsevier, vol. 265(C), pages 431-447.
    • Handle: RePEc:eee:apmaco:v:265:y:2015:i:c:p:431-447
    DOI: 10.1016/j.amc.2015.05.025
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    References listed on IDEAS

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    1. Huang, Na & Ma, Changfeng, 2015. "The BGS–Uzawa and BJ–Uzawa iterative methods for solving the saddle point problem," Applied Mathematics and Computation, Elsevier, vol. 256(C), pages 94-108.
    2. Chen, Cai-Rong & Ma, Chang-Feng, 2015. "A generalized shift-splitting preconditioner for singular saddle point problems," Applied Mathematics and Computation, Elsevier, vol. 269(C), pages 947-955.
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    Cited by:

    1. Huang, Zheng-Ge & Wang, Li-Gong & Xu, Zhong & Cui, Jing-Jing, 2017. "The generalized modified shift-splitting preconditioners for nonsymmetric saddle point problems," Applied Mathematics and Computation, Elsevier, vol. 299(C), pages 95-118.
    2. Tang, Jia & Xie, Ya-Jun & Ma, Chang-Feng, 2015. "A modified product preconditioner for indefinite and asymmetric generalized saddle-point matrices," Applied Mathematics and Computation, Elsevier, vol. 268(C), pages 303-310.

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