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The alternating-direction iterative method for saddle point problems |
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| Authors: | Xiao-Fei Peng Wen Li |
| Affiliation: | a School of Mathematics, Central South University, Changsha 410083, China b Nanhai College, South China Normal University, Foshan 528225, China c School of Mathematical Sciences, South China Normal University, Guangzhou 510631, China |
| Abstract: | In the paper, a new alternating-direction iterative method is proposed based on matrix splittings for solving saddle point problems. The convergence analysis for the new method is given. When the better values of parameters are employed, the proposed method has faster convergence rate and less time cost than the Uzawa algorithm with the optimal parameter and the Hermitian and skew-Hermitian splitting iterative method. Numerical examples further show the effectiveness of the method. |
| Keywords: | Saddle point problem Matrix splitting The alternating-direction iterative method The optimal parameter Convergence |
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