On generalized relaxation method for linear saddle point problems
Matematičeskoe modelirovanie, Tome 13 (2001) no. 12, pp. 107-114
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The preconditioned Arrow–Hurwicz algorithm is considered for solving a nonsingular system of the linear equations with a symmetric indefinite block matrix. Under the original assumption for invariant subspaces we solve an asymptotic optimization problem which depends on two spectral and two iterative parameters. For the optimal choice of iterative parameters the spectrum of the iteration operator is complex.
@article{MM_2001_13_12_a11,
author = {E. V. Chizhonkov},
title = {On generalized relaxation method for linear saddle point problems},
journal = {Matemati\v{c}eskoe modelirovanie},
pages = {107--114},
year = {2001},
volume = {13},
number = {12},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MM_2001_13_12_a11/}
}
E. V. Chizhonkov. On generalized relaxation method for linear saddle point problems. Matematičeskoe modelirovanie, Tome 13 (2001) no. 12, pp. 107-114. http://geodesic.mathdoc.fr/item/MM_2001_13_12_a11/