Walter Zulehner,
"Analysis of Iterative Methods for Saddle Point Problems: A Unified Approach"
, in Mathematics of Computation, Vol. 71, Nummer 238, Seite(n) 479 - 505, 5-2002, ISSN: 1088-6842
Original Titel:
Analysis of Iterative Methods for Saddle Point Problems: A Unified Approach
Sprache des Titels:
Englisch
Original Kurzfassung:
In this paper two classes of iterative methods for saddle point problems are considered: inexact Uzawas algorithms and a class of methods with symmetric preconditioners. In both cases the iteration matrix can be transformed to a symmetric matrix by block diagonal matrices, a simple but essential observation which allows one to estimate the convergence rate of both classes by studying associated eigenvalue problems. The obtained estimates apply for a wider range of situations and are partially sharper than the known estimates in literature. A few numerical tests are given which confirm the sharpness of the estimates.
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