Abstract:
An algorithm for solving a nonsingular symmetric system of linear equations with a saddle point is examined. This algorithm has two constant iteration parameters and is an extension of the algorithm of Hermitian and skew-Hermitian splitting iterations (the HSS algorithm). Analytical formulas are derived for the optimal values of the iteration parameters. The formulation of the optimization problem is a classical one for the saddle-point problems. The results obtained are sharp.
Key words:saddle-point operator, method of Hermitian and skew-Hermitian splitting iterations, HSS algorithm, GPHSS algorithm.
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