Generalized Accelerated Hermitian and Skew-Hermitian Splitting Methods for Saddle-Point Problems

摘要

We generalize the accelerated Hermitian and skew-Hermitian splitting (AHSS) iteration methods for large sparse saddle-point problems.These methods involve four iteration parameters whose special choices can recover the preconditioned HSS and accelerated HSS iteration methods.Also a new efficient case is introduced and we theoretically prove that this new method converges to the unique solution of the saddle-point problem.Numerical experiments are used to further examine the effectiveness and robustness of iterations.