The alternate direction iterative methods for generalized saddle point systems

Abstract

Abstract The paper studies two splitting forms of generalized saddle point matrix to derive two alternate direction iterative schemes for generalized saddle point systems. Some convergence results are established for these two alternate direction iterative methods. Meanwhile, a numerical example is given to show that the proposed alternate direction iterative methods are much more effective and efficient than the existing one.

Keywords

• Alternate direction iterative method
• Generalized saddle point system
• Convergence