Semi-convergence analysis of GMSSOR methods for singular saddle point problems

Recently, some authors (Darvishi and Hessari, 2011; Zhang et al., 2012) discussed the generalized modified symmetric successive over relaxation (GMSSOR) method for saddle point problems. In this paper, we further study the GMSSOR method for solving singular saddle point problems. We prove the semi-convergence of the GMSSOR method without the assumption that the (1, 1)-block sub-matrix A should be symmetric, and analyze the spectral property of the corresponding preconditioned matrix. Numerical experiments are given to illustrate the efficiency of GMSSOR with appropriate parameters.

[1]  Fang Chen,et al.  A generalization of the inexact parameterized Uzawa methods for saddle point problems , 2008, Appl. Math. Comput..

[2]  Beresford N. Parlett,et al.  On generalized successive overrelaxation methods for augmented linear systems , 2005, Numerische Mathematik.

[3]  Howard C. Elman,et al.  Preconditioning for the Steady-State Navier-Stokes Equations with Low Viscosity , 1999, SIAM J. Sci. Comput..

[4]  John J. H. Miller On the Location of Zeros of Certain Classes of Polynomials with Applications to Numerical Analysis , 1971 .

[5]  Bing Zheng,et al.  On semi-convergence of parameterized Uzawa methods for singular saddle point problems☆ , 2009 .

[6]  Naimin Zhang,et al.  A note on the generalization of parameterized inexact Uzawa method for singular saddle point problems , 2014, Appl. Math. Comput..

[7]  Stephen J. Wright Stability of Augmented System Factorizations in Interior-Point Methods , 1997, SIAM J. Matrix Anal. Appl..

[8]  Jinyun Yuan,et al.  Block SOR methods for rank-deficient least-squares problems , 1998 .

[9]  R. Meersman,et al.  A method for least squares solution of systems with a cyclic rectangular coefficient matrix , 1975 .

[10]  Ting-Zhu Huang,et al.  Convergence of a generalized MSSOR method for augmented systems , 2012, J. Comput. Appl. Math..

[11]  C. D. Meyer,et al.  Generalized inverses of linear transformations , 1979 .

[12]  Yimin Wei,et al.  Semi-convergence analysis of Uzawa methods for singular saddle point problems , 2014, J. Comput. Appl. Math..

[13]  Zeng-Qi Wang,et al.  On parameterized inexact Uzawa methods for generalized saddle point problems , 2008 .

[14]  Gene H. Golub,et al.  Numerical solution of saddle point problems , 2005, Acta Numerica.

[15]  Tingzhu Huang,et al.  The Semi-convergence of Generalized SSOR Method for Singular Augmented Systems , 2009, HPCA.

[16]  Gene H. Golub,et al.  SOR-like Methods for Augmented Systems , 2001 .

[17]  Alfredo N. Iusem,et al.  Preconditioned conjugate gradient method for generalized least squares problems , 1996 .

[18]  M. T. Darvishi,et al.  A modified symmetric successive overrelaxation method for augmented systems , 2011, Comput. Math. Appl..

[19]  Guo-Feng Zhang,et al.  On generalized symmetric SOR method for augmented systems , 2008 .

[20]  M. T. Darvishi,et al.  Symmetric SOR method for augmented systems , 2006, Appl. Math. Comput..

[21]  Ting-Zhu Huang,et al.  A modified SSOR iterative method for augmented systems , 2009 .

[22]  I. Duff,et al.  On the augmented system approach to sparse least-squares problems , 1989 .

[23]  Jinyun Yuan,et al.  Numerical methods for generalized least squares problems , 1996 .