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http://dx.doi.org/10.14317/jami.2011.29.5_6.1167

A GENERALIZATION OF LOCAL SYMMETRIC AND SKEW-SYMMETRIC SPLITTING ITERATION METHODS FOR GENERALIZED SADDLE POINT PROBLEMS  

Li, Jian-Lei (College of Mathematics and Information Science, North China University of Water Resources and Electric Power)
Luo, Dang (College of Mathematics and Information Science, North China University of Water Resources and Electric Power)
Zhang, Zhi-Jiang (Minsheng College of Henan University)
Publication Information
Journal of applied mathematics & informatics / v.29, no.5_6, 2011 , pp. 1167-1178 More about this Journal
Abstract
In this paper, we further investigate the local Hermitian and skew-Hermitian splitting (LHSS) iteration method and the modified LHSS (MLHSS) iteration method for solving generalized nonsymmetric saddle point problems with nonzero (2,2) blocks. When A is non-symmetric positive definite, the convergence conditions are obtained, which generalize some results of Jiang and Cao [M.-Q. Jiang and Y. Cao, On local Hermitian and Skew-Hermitian splitting iteration methods for generalized saddle point problems, J. Comput. Appl. Math., 2009(231): 973-982] for the generalized saddle point problems to generalized nonsymmetric saddle point problems with nonzero (2,2) blocks. Numerical experiments show the effectiveness of the iterative methods.
Keywords
Matrix splitting; generalized saddle point problems; symmetric and skew-symmetric splitting; convergence; iterative method;
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