节点文献
广义鞍点问题基于PSS的约束预条件子
ON PSS-BASED CONSTRAINT PRECONDITIONERS FOR GENERALIZED SADDLE POINT PROBLEMS
【摘要】 对于(1,1)块为非Hermitian阵的广义鞍点问题,本文给出了一种基于正定和反对称分裂(Positive definite and skew-Hermitian splitting,PSS)的约束预条件子.该预条件子的(1,1)块由求解非Hermitian正定线性方程组时的PSS迭代法所构造得到.文中分析了PSS约束预条件子的一些性质并证明了预处理迭代法的收敛性.最后用数值算例验证了该预条件子的有效性.
【Abstract】 In this paper,a PSS-based constraint preconditioner,in which the(1,1)block of the preconditioner is constructed by the PSS iterative method for solving the non-Hermitian positive definite linear systems,is presented for the generalized saddle point problems with non-Hermitian(1,1)blocks.The invertibility of the PSS-based constraint preconditioner is analyzed and the convergence of the preconditioned iteration method is proved.Numerical experiments are illustrated to show the efficiency of the preconditioner as well as the corresponding preconditioned iterative method.
【Key words】 generalized saddle point problem; PSS; iterative method; constraint preconditioner;
- 【文献出处】 计算数学 ,Mathematica Numerica Sinica , 编辑部邮箱 ,2012年02期
- 【分类号】O241.6
- 【被引频次】7
- 【下载频次】143