Optimization of the generalized method of Hermitian and skew-Hermitian splitting iterations for solving symmetric saddle-point problems
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 46 (2006) no. 6, pp. 983-995 Cet article a éte moissonné depuis la source Math-Net.Ru

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An algorithm for solving a nonsingular symmetric system of linear equations with a saddle point is examined. This algorithm has two constant iteration parameters and is an extension of the algorithm of Hermitian and skew-Hermitian splitting iterations (the HSS algorithm). Analytical formulas are derived for the optimal values of the iteration parameters. The formulation of the optimization problem is a classical one for the saddle-point problems. The results obtained are sharp.
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Yu. V. Bychenkov. Optimization of the generalized method of Hermitian and skew-Hermitian splitting iterations for solving symmetric saddle-point problems. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 46 (2006) no. 6, pp. 983-995. http://geodesic.mathdoc.fr/item/ZVMMF_2006_46_6_a2/

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