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A generalization of parameterized inexact Uzawa method for generalized saddle point problems
Authors:Yuan-Yuan Zhou  Guo-Feng Zhang  
Institution:aSchool of Mathematics and Statistics, Lanzhou University, Lanzhou 730000, PR China
Abstract:Recently, a class of parameterized inexact Uzawa methods has been proposed for generalized saddle point problems by Bai and Wang Z.-Z. Bai, Z.-Q. Wang, On parameterized inexact Uzawa methods for generalized saddle point problems, Linear Algebra Appl. 428 (2008) 2900–2932], and a generalization of the inexact parameterized Uzawa method has been studied for augmented linear systems by Chen and Jiang F. Chen, Y.-L. Jiang, A generalization of the inexact parameterized Uzawa methods for saddle point problems, Appl. Math. Comput. (2008)]. This paper is concerned about a generalization of the parameterized inexact Uzawa method for solving the generalized saddle point problems with nonzero (2, 2) blocks. Some new iterative methods are presented and their convergence are studied in depth. By choosing different parameter matrices, we derive a series of existing and new iterative methods, including the preconditioned Uzawa method, the inexact Uzawa method, the SOR-like method, the GSOR method, the GIAOR method, the PIU method, the APIU method and so on. Numerical experiments are used to demonstrate the feasibility and effectiveness of the generalized parameterized inexact Uzawa methods.
Keywords:Matrix splitting  Generalized saddle point problems  Parameterized inexact Uzawa methods  Convergence
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