Updated preconditioned Hermitian and skew-Hermitian splitting-type iteration methods for solving saddle-point problems

Abstract

For the saddle-point problems, we discuss and analyze the updated preconditioned Hermitian and skew-Hermitian splitting (UPHSS) iteration method in detail. On this basis, we introduce a two-stage iteration method for the UPHSS iteration method. Theoretical analysis shows that the UPHSS and two-stage UPHSS iteration methods are convergent to the unique solution of the saddle-point linear system when the parameter is suitably chosen. Numerical examples show the correctness of the theory and the effectiveness of these methods.