Abstract
In this paper, the generalized parameterized inexact Uzawa (GPIU) method is further investigated for solving singular nonsymmetric saddle-point problems. The semi-convergence conditions of this method are derived, which further develop the results obtained in the paper Zhang and Wang, Appl. Math. Comput. 219(9) 4225–4231 (2013). Furthermore, the theoretical results are confirmed by a steady-state Navier-Stokes problem. Numerical experiments demonstrate that the GPIU method is feasible and effective for the ‘leaky’ lid-driven cavity problems with higher viscosity constants, i.e., singular nonsymmetric saddle-point problems with positive real and symmetric dominant (1,1) part.
Similar content being viewed by others
References
Bai, Z.-Z.: Structured preconditioners for nonsingular matrices of block two-by-two structures. Math. Comput. 75(254), 791–815 (2006)
Bai, Z.-Z.: Optimal parameter in Hermitian and skew-Hermitian splitting method for certain two-by-two block matrices. Numer. Linear Algebra Appl. 16(6), 447–479 (2009)
Bai, Z.-Z.: On semi-convergence of Hermitian and skew-Hermitian splitting methods for singular linear systems. Computing 89, 171–197 (2010)
Bai, Z.-Z., Golub, G.H.: Accelerated Hermitian and skew-Hermitian splitting iteration methods for saddle-point problems. IMA J. Numer. Anal. 27(1), 1–23 (2007)
Bai, Z.-Z., Golub, G.H., Li, C.-K.: Convergence properties of preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite matrices. Math. Comput. 76(257), 287–298 (2007)
Bai, Z.-Z., Golub, G.H., Pan, J.-Y.: Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite linear systems. Numer. Math. 98, 1–32 (2004)
Bai, Z.-Z., Golub, G.H., Lu, L.-Z., Yin, J.-F.: Block triangular and skew-Hermitian splitting methods for positive-definite linear systems. SIAM J. Sci. Comput. 26(3), 844–863 (2005)
Bai, Z.-Z., Golub, G.H., Ng, M.K.: Hermitian and skew-Hermitian splitting methods for non-Hermitian positive definite linear systems. SIAM J. Matrix Anal. Appl. 24(3), 603–626 (2003)
Bai, Z.-Z., Parlett, B.N., Wang, Z.-Q.: On generalized successive overrelaxation methods for augmented linear systems. Numer. Math. 102(1), 1–38 (2005)
Bai, Z.-Z., Wang, Z.-Q.: On parameterized inexact Uzawa methods for generalized saddle point problems. Linear Algebra Appl. 428, 2900–2932 (2008)
Benzi, M., Golub, G.H.: A preconditioner for generalized saddle point problems. SIAM J. Matrix Anal. Appl. 26(1), 20–41 (2004)
Benzi, M., Golub, G.H., Liesen, J.: Numerical solution of saddle point problems. Acta Numer. 14, 1–137 (2005)
Berman, A., Plemmons, R.J.: Nonnegative Matrices in the Mathematical Sciences. SIAM, Philadephia (1994)
Björck, A.: Numerical Methods for Least Squares Problems. SIAM, Philadephia (1996)
Bramble, J., Pasciak, J., Vassilev, A.T.: Uzawa type algorithms for nonsymmetric saddle point problems. Math. Comput. 69(230), 667–689 (2000)
Bramble, J., Pasciak, J., Vassilev, A.T.: Analysis of the inexact Uzawa algorithm for saddle point problems. SIAM J. Numer. Anal. 34(3), 1072–1092 (1997)
Chao, Z., Chen, G.-L.: A note on semi-convergence of generalized parameterized inexact Uzawa method for singular saddle point problems
Chao, Z., Zhang, N.-M.: A generalized preconditioned HSS method for singular saddle point problems. Numer. Algor. 66(2), 203–221 (2014)
Chen, F., Jiang, Y.-L.: A generalization of the inexact parameterized Uzawa methods for saddle point problems. Appl. Math. Comput 206(2), 765–771 (2008)
Chen, X.-J.: On preconditioned Uzawa methods and SOR methods for saddle-point problems. J. Comput. Appl. Math. 100(2), 207–224 (1998)
Elman, H.C.: Preconditioning for the steady-state Navier-Stokes equations with low viscosity. SIAM J. Sci. Comput. 20(4), 1299–1316 (1999)
Elman, H.C., Golub, G.H.: Inexact and preconditioned Uzawa algorithms for saddle point problems. SIAM J. Numer. Anal. 31(6), 1645–1661 (1994)
Elman, H.C., Silvester, D.J., Wathen, A.J.: Finite Elements and Fast Iterative Solvers with Applications in Incompressible Fluid Dynamics. Oxford University Press, Oxford (2005)
Fortin, M., Brezzi, F.: Mixed and Hybrid Finite Element Methods. Springer-Verlag, New York (1991)
Freund, R.W., Nachtigal, N.M.: QMR: A quasi-minimal residual method for non-Hermitian linear systems. Numer. Math. 60(1), 315–339 (1991)
Golub, G.H., Wu, X., Yuan, J.-Y.: SOR-like methods for augmented systems. BIT Numer. Math. 41(1), 71–85 (2001)
Haber, E., Modersitzki, J.: Numerical methods for volume preserving image registration. BIT Numer. Math. 20(5), 1621 (2004)
Jiang, M.-Q., Cao, Y.: On local Hermitian and skew-Hermitian splitting iteration methods for generalized saddle point problems. J. Comput. Appl. Math. 231(2), 973–982 (2009)
Krukier, L.A., Krukier, B.L., Ren, Z.-R.: Generalized skew-Hermitian triangular splitting iteration methods for saddle-point linear systems. Numer. Linear Algebra Appl. 21, 152–170 (2014)
Liang, Z.-Z., Zhang, G.-F.: On block-diagonally preconditioned accelerated parameterized inexact Uzawa method for singular saddle point problems. Appl. Math. Comput. 221, 89–101 (2013)
Liang, Z.-Z., Zhang, G.-F.: Modified unsymmetric SOR method for saddle-point problems. Appl. Math. Comput. 234, 584–598 (2014)
Miller, J.H.: On the location of zeros of certain classes of polynomials with applications to numerical analysis. IMA J. Appl. Math. 8(3), 397–406 (1971)
Saad, Y.: Iterative Methods for Sparse Linear Systems. SIAM, Philadelphia (2003)
Saad, Y., Schultz, M.H.: GMRES: A generalized minimal residual algorithm for solving nonsymmetric linear systems. SIAM J. Sci. Stat. Comput. 7(3), 856–869 (1986)
Wang, L., Bai, Z.-Z.: Convergence conditions for splitting iteration methods for non-Hermitian linear systems. Linear Algebra Appl. 428, 453–468 (2008)
Wang, S.-S., Zhang, G.-F.: Preconditioned AHSS iteration method for singular saddle point problems. Numer. Algor. 63(3), 521–535 (2013)
Zhang, G.-F., Wang, S.-S.: A generalization of parameterized inexact Uzawa method for singular saddle point problems. Appl. Math. Comput. 219(9), 4225–4231 (2013)
Zhang, N.-M., Lu, T.-T., Wei, Y.-M.: Semi-convergence analysis of Uzawa methods for singular saddle point problems. J. Comput. Appl. Math. 255, 334–345 (2014)
Zhang, N.-M., Wei, Y.-M.: On the convergence of general stationary iterative methods for range-Hermitian singular linear systems. Numer. Linear Algebra Appl. 17(1), 139–154 (2010)
Zheng, B., Bai, Z.-Z., Yang, X.: On semi-convergence of parameterized Uzawa methods for singular saddle point problems. Linear Algebra Appl. 431, 808–817 (2009)
Zhou, Y.-Y., Zhang, G.-F.: A generalization of parameterized inexact Uzawa method for generalized saddle point problems. Appl. Math. Comput. 215(2), 599–607 (2009)
Zhu, M.-Z.: A generalization of the local Hermitian and skew-Hermitian splitting iteration methods for the non-hermitian saddle point problems. Appl. Math. Comput. 218(17), 8816–8824 (2012)
Author information
Authors and Affiliations
Corresponding author
Additional information
This work was supported by the National Natural Science Foundation of China (11271174).
Rights and permissions
About this article
Cite this article
Liang, ZZ., Zhang, GF. Semi-convergence analysis of the GPIU method for singular nonsymmetric saddle-point problems. Numer Algor 70, 151–169 (2015). https://doi.org/10.1007/s11075-014-9939-4
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11075-014-9939-4