Abstract:
For a broad class of iterative algorithms for solving saddle point problems, the study of the convergence and of the optimal properties can be reduced to an analysis of the eigenvalues of operator pencils of a special form.
A new approach to analyzing spectral properties of pencils of this kind is proposed that makes it possible to obtain sharp estimates for the convergence rate.
Key words:saddle point operator, operator pencil, spectral properties, estimate of the convergence rate.
Fulltext:
PDF file (1051 kB)