Convergence of a generalized PMHSS method for a class of singular block two-by-two linear systems

Abstract

In this work, we introduce a generalization of the preconditioned modified Hermitian and skew-Hermitian splitting (PMHSS) iteration method, named as generalized PMHSS (GPMHSS) iteration method, to solve a class of singular block two-by-two system of linear equations. Theoretical analyses show that the GPMHSS iteration method converges unconditionally to the minimum norm least squares solution for any initial guess no matter the system is consistent or inconsistent. Besides, with the preconditioner derived from the GPMHSS iteration method, the preconditioned generalized minimal residual (GMRES) method also determines the minimum norm least squares solution of the consistent singular block two-by-two linear systems at breakdown. Numerical experiments are presented to show the effectiveness and the robustness of the GPMHSS iteration method and the corresponding preconditioner.