Semi-convergence of an Alternating-direction Iterative Method for Singular Saddle Point Problems
نویسندگان
چکیده
For large-scale sparse saddle point problems, Peng and Li [12] have recently proposed a new alternating-direction iterative method for solving nonsingular saddle point problems, which is more competitive (in terms of iteration steps and CPU time) than some classical iterative methods such as Uzawa-type and HSS (Hermitian skew splitting) methods. In this paper, we further study this method when it is applied to the solution of singular saddle point problems and prove that it is semi-convergent under suitable conditions.
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