On Uzawa-SSI method for non-Hermitian saddle point problems

Abstract

Based on the single-step iteration (SSI) method for the non-Hermitian positive definite linear systems, we propose a Uzawa-SSI method for solving the saddle point problems with non-Hermitian positive definite (1, 1) block in this paper. The convergence and semi-convergence properties of the Uzawa-SSI method, respectively, for nonsingular and singular cases are analyzed. Numerical examples with experiments are given to show the robustness and the efficiency of Uzawa-SSI method.

Keywords

• saddle-point problem
• uzawa-type method
• single-step iteration
• convergence
• semi-convergence