A Fast Shift-Splitting Iteration Method for Nonsymmetric Saddle Point Problems
Quan-Yu Dou, Jun-Feng Yin, Zeyu Liao · East Asian Journal on Applied Mathematics · 2017
Based on the shift-splitting technique and the idea of Hermitian and skew-Hermitian splitting, a fast shift-splitting iteration method is proposed for solving nonsingular and singular nonsymmetric saddle point problems in this paper. Convergence and semi-convergence of the proposed iteration method for nonsingular and singular cases are carefully studied, respectively. Numerical experiments are implemented to demonstrate the feasibility and effectiveness of the proposed method.