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A Fast Shift-Splitting Iteration Method for Nonsymmetric Saddle Point Problems

Part of: Optics, electromagnetic theory - General

Published online by Cambridge University Press:  31 January 2017

Quan-Yu Dou ,
Jun-Feng Yin  and
Ze-Yu Liao
Quan-Yu Dou*
Affiliation:
School of Mathematical Sciences, Tongji University, Shanghai 200092, P.R. China
Jun-Feng Yin*
Affiliation:
School of Mathematical Sciences, Tongji University, Shanghai 200092, P.R. China
Ze-Yu Liao*
Affiliation:
School of Mathematical Sciences, Tongji University, Shanghai 200092, P.R. China
*
*Corresponding author. Email addresses:08douquanyu@tongji.edu.cn (Q.-Y. Dou), yinjf@tongji.edu.cn (J.-F. Yin), 103632@tongji.edu.cn (Z.-Y. Liao)
*Corresponding author. Email addresses:08douquanyu@tongji.edu.cn (Q.-Y. Dou), yinjf@tongji.edu.cn (J.-F. Yin), 103632@tongji.edu.cn (Z.-Y. Liao)
*Corresponding author. Email addresses:08douquanyu@tongji.edu.cn (Q.-Y. Dou), yinjf@tongji.edu.cn (J.-F. Yin), 103632@tongji.edu.cn (Z.-Y. Liao)
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Abstract

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.

Keywords

Nonsymmetric saddle point problemsfast shift-splittingconvergencesemi-convergence

MSC classification

Secondary: 78A48: Composite media; random media
Type
Research Article
Information
East Asian Journal on Applied Mathematics , Volume 7 , Issue 1 , February 2017 , pp. 172 - 191
Copyright
Copyright © Global-Science Press 2017 

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