Journal of Northeastern University Natural Science ›› 2019, Vol. 40 ›› Issue (5): 756-760.DOI: 10.12068/j.issn.1005-3026.2019.05.028

• Mathematics • Previous Articles    

An Improved Uzawa-PSS Method for to Solve Point Problems

SHEN Hai-long, LI Hong-li, SHAO Xin-hui   

  1. School of Sciences, Northeastern University, Shenyang 110819, China.
  • Received:2018-04-04 Revised:2018-04-04 Online:2019-05-15 Published:2019-05-17
  • Contact: SHEN Hai-long
  • About author:-
  • Supported by:
    -

Abstract: Aiming at the non-Hermitian saddle point problem, an improved Uzawa-PSS iteration method is constructed based on the existing Uzawa-PSS method. The main idea of the new method is to solve two linear subsystems in each iteration step of Uzawa-PSS method, whose coefficient matrices are αI+P and αI+S, respectively. The first subsystem can be solved by CG method, but the second subsystem is very difficult to solve. The improved algorithm uses the single-step PSS iteration method to approximate the problem. Then the new method is used to solve the non-singular and singular saddle point problems respectively, and the corresponding convergence analysis is given. The numerical simulation also proves that the improved Uzawa-PSS iteration method has obvious advantages in iteration steps, CPU time and relative residuals.

Key words: saddle point problem, convergence, semi-convergence, singular, nonsingular

CLC Number: