On convergence of EVHSS iteration method for solving generalized saddle-point linear systems
type: Item
instance of: scholarly article
title: On convergence of EVHSS iteration method for solving generalized saddle-point linear systems
zbMATH Open document ID: 1409.65014
author: Fang Chen
published in: Applied Mathematics Letters
publication date: 2019-02-20T00:00:00Z
review text: Based on \textit{J.-L. Zhang}'s publication [Numer. Linear Algebra Appl. 25, No. 4, e2166, 14 p. (2018; Zbl 06945801)], the author proves that the iteration method is convergent unconditionally to the unique solution of the linear system \[ Ax=\left ( \begin{matrix} B&E \\ -E^{\ast} &C \\ \end{matrix} \right ) \left ( \begin{matrix} y \\ z \\ \end{matrix} \right )=\left ( \begin{matrix} f \\ g \\ \end{matrix} \right )=b, \] where \(B\) and \(C\) are Hermitian positive semidefinite matrices, and \(E\) is a rectangular matrix. With a precise technique for the spectral radius \(\rho\) of the iteration matrix the bound \(\rho<1\) is proven.
reviewed by: Nikolay Kyurkchiev
Mathematics Subject Classification ID: 65F10
Mathematics Subject Classification ID: 65F08
zbMATH DE Number: 7025973
zbMATH Keywords: generalized saddle-point linear system
zbMATH Keywords: matrix splitting iteration
zbMATH Keywords: convergence
MaRDI profile type: Publication
full work available at URL: j.aml.2018.06.001
OpenAlex ID: W2809099180
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DOI: 10.1016/J.AML.2018.06.001
description: scientific article; zbMATH DE number 7025973