Semi-convergence of the EPSS method for singular generalized saddle point problems
Mohsen Masoudi, Davod Khojasteh Salkuyeh
TL;DR
This paper investigates the semi-convergence properties of the EPSS iterative method for singular generalized saddle point problems and introduces a specialized preconditioner with numerical evidence of its effectiveness.
Contribution
It extends the analysis of the EPSS method to singular problems and proposes a new SEPSS preconditioner for nonsingular cases.
Findings
Semi-convergence of EPSS for singular problems analyzed.
SEPSS preconditioner improves solution efficiency.
Numerical results confirm effectiveness of the proposed preconditioner.
Abstract
Recently, in (M. Masoudi, D.K. Salkuyeh, An extension of positive-definite and skew-Hermitian splitting method for preconditioning of generalized saddle point problems, Computers \& Mathematics with Application, https://doi.org/10.1016/j.camwa.2019.10.030, 2019) an extension of the positive definite and skew-Hermitian splitting (EPSS) iteration method for nonsingular generalized saddle point problems has been presented. In this article, we study semi-convergence of the EPSS method for singular generalized saddle problems. Then a special case of EPSS (SEPSS) preconditioner is applied to the nonsingular generalized saddle point problems. Some numerical results are presented to show the effectiveness of the preconditioner.
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Taxonomy
TopicsMatrix Theory and Algorithms · Electromagnetic Scattering and Analysis · Advanced Numerical Methods in Computational Mathematics