吉林大学学报(理学版)

• 数学 • 上一篇    下一篇

基于PSS迭代分裂的广义鞍点问题求解

仝秋娟   

  1. 西安邮电大学 理学院,  西安 710121
  • 收稿日期:2014-10-08 出版日期:2015-05-26 发布日期:2015-05-21
  • 通讯作者: 仝秋娟 E-mail:xiaotong0929@163.com

Solving the Generalized SaddlePoint ProblemsBased on the PSS Splitting Iterative Method

TONG Qiujuan   

  1. School of Sciences, Xi’an University of Post and Telecommunications, Xi’an 710121, China
  • Received:2014-10-08 Online:2015-05-26 Published:2015-05-21
  • Contact: TONG Qiujuan E-mail:xiaotong0929@163.com

摘要:

基于正定和反Hermite分裂(PSS)迭代技术, 给出求解广义鞍点问题的一种广义Uzawa迭代法——修正局部PSS迭代算法, 分析了该方法的收敛性, 并用数值算例验证了新算法的有效性.

关键词: 广义鞍点问题, PSS迭代分裂, 收敛

Abstract:

We presented a generalized Uzawa iterative method for solving the generalized saddlepoint problems based on the positive definite and skewHermitian splitting (PSS) iterative method, that is, the modified local PSS iterative method, and analyzed the convergence of the method. Numerical results are illustrated to show that the effectiveness of the new algorithm.

Key words: generalized saddlepoint problems, PSS splitting iterative, convergence

中图分类号: 

  • O241.6