ACCELERATION OF ONE-PARAMETER RELAXATION METHODS FOR SINGULAR SADDLE POINT PROBLEMS

Jae Heon Yun · Journal of the Korean Mathematical Society · 2016

In this paper, we first introduce two one-parameter relaxation (OPR) iterative methods for solving singular saddle point problems whose semi-convergence rate can be accelerated by using scaled preconditioners. Next we present formulas for finding their optimal parameters which yield the best semi-convergence rate. Lastly, numerical experiments are provided to examine the efficiency of the OPR methods with scaled preconditioners by comparing their performance with the parameterized Uzawa method with optimal parameters.

Read the paper · More papers on PaperTik