Geodesic
On the optimization of a class of algorithms for solving nonsymmetric saddle point problems
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 7, pp. 1157-1166

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To solve a nonsingular nonsymmetric system of linear equations with a saddle point, an algorithm with three constant iteration parameters is developed as an extension of the well-known Arrow–Hurwicz algorithm. An estimate for the spectral radius of the transition operator is derived. The asymptotic convergence rate is examined as a function of the nonsymmetric part of the original problem. The results of numerical experiments are presented. 
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     title = {On the optimization of a class of algorithms for solving nonsymmetric saddle point problems},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
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     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_7_a1/}
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Yu. V. Bychenkov. On the optimization of a class of algorithms for solving nonsymmetric saddle point problems. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 7, pp. 1157-1166. http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_7_a1/