Fast One-Parameter Variant of Preconditioned Uzawa Method with a Scaled Preconditioner for Saddle Point Problems

نویسنده

  • Jae Heon Yun
چکیده

In this paper, we propose a fast one-parameter variant of preconditioned Uzawa (OVPU) method with a scaled preconditioner for solving the saddle point problems, and then we present its convergence region and a formula for finding its optimal parameter. Also performance of the proposed OVPU method with a scaled preconditioner is compared with the existing one or two parameter iterative methods with optimal parameters to examine its efficiency. Mathematics Subject Classification: 65F10, 65F50

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تاریخ انتشار 2016