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 Zh. Vychisl. Mat. Mat. Fiz., 2005, Volume 45, Number 7, Pages 1157–1166 (Mi zvmmf620)

On the optimization of a class of algorithms for solving nonsymmetric saddle point problems

Yu. V. Bychenkov

Faculty of Mechanics and Mathematics, Moscow State University, Leninskie gory, Moscow, 119992, Russia

Abstract: To solve a nonsingular nonsymmetric system of linear equations with a saddle point, an algorithm with three constant iteration parameters is developed as an extension of the well-known Arrow–Hurwicz algorithm. An estimate for the spectral radius of the transition operator is derived. The asymptotic convergence rate is examined as a function of the nonsymmetric part of the original problem. The results of numerical experiments are presented.

Key words: saddle point operator, the Arrow–Hurwicz algorithm, optimization of an algorithm, nonsymmetric system of linear equations.

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English version:
Computational Mathematics and Mathematical Physics, 2005, 45:7, 1117–1126

Bibliographic databases:
UDC: 519.612.4

Citation: Yu. V. Bychenkov, “On the optimization of a class of algorithms for solving nonsymmetric saddle point problems”, Zh. Vychisl. Mat. Mat. Fiz., 45:7 (2005), 1157–1166; Comput. Math. Math. Phys., 45:7 (2005), 1117–1126

Citation in format AMSBIB
\Bibitem{Byc05} \by Yu.~V.~Bychenkov \paper On the optimization of a class of algorithms for solving nonsymmetric saddle point problems \jour Zh. Vychisl. Mat. Mat. Fiz. \yr 2005 \vol 45 \issue 7 \pages 1157--1166 \mathnet{http://mi.mathnet.ru/zvmmf620} \mathscinet{http://www.ams.org/mathscinet-getitem?mr=2188407} \zmath{https://zbmath.org/?q=an:1077.65029} \transl \jour Comput. Math. Math. Phys. \yr 2005 \vol 45 \issue 7 \pages 1117--1126