Fast one-parameter variant of preconditioned Uzawa method with a scaled preconditioner for saddle point problems

Jae Heon Yun
2016 Applied Mathematical Sciences  
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
doi:10.12988/ams.2016.511692 fatcat:3kducwnjdrf4pactdtezhlzvpi