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A method for solving saddle point problem which 1×1 block is symmetric indefinite in the coefficient matrix

机译:系数矩阵中1×1块对称不定的鞍点问题的求解方法

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Using the Gill-Murray forced definite method, which forces a symmetric indefinite matrix to a positive definite matrix, a new matrix splitting method is obtained for symmetric indefinite matrix. Then the splitting is used to construct an iterative method for solving the saddle point problem which 1×1 block is symmetric indefinite in the coefficient matrix. Then convergence of this iterative method is proved. Finally, numerical example is given to show that the new iterative method is effective.
机译:使用将对称不定矩阵强制为正定矩阵的Gill-Murray强制定额方法,获得了对称不定矩阵的新矩阵分裂方法。然后采用分裂法构造一种迭代方法来求解系数矩阵中1×1块对称不定的鞍点问题。然后证明了该迭代方法的收敛性。最后通过数值例子说明了该迭代方法的有效性。

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