Analysis of iterative methods for saddle point problems: a unified approach

  • Authors:
  • Walter Zulehner

  • Affiliations:
  • -

  • Venue:
  • Mathematics of Computation
  • Year:
  • 2002

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Abstract

In this paper two classes of iterative methods for saddle point problems are considered: inexact Uzawa algorithms and a class of methods with symmetric preconditioners. In both cases the iteration matrix can be transformed to a symmetric matrix by block diagonal matrices, a simple but essential observation which allows one to estimate the convergence rate of both classes by studying associated eigenvalue problems. The obtained estimates apply for a wider range of situations and are partially sharper than the known estimates in literature. A few numerical tests are given which confirm the sharpness of the estimates.