By reformulating the linear complementarity problem into a new equivalent fixed-point equation, we deduce a modified modulus method, which is a generalization of the classical one. Convergence for this new method and the optima of the parameter involved are analyzed. Then, an inexact iteration process for this new method is presented, which adopts some kind of iterative methods for determining an approximate solution to each system of linear equations involved in the outer iteration. Global convergence for this inexact modulus method and two specific implementations for the inner iterations are discussed. Numerical results show that our new methods are more efficient than the classical one under suitable conditions.
In this paper, a relaxed Hermitian and skew-Hermitian splitting (RHSS) preconditioner is proposed for saddle point problems from the element-free Galerkin (EFG) discretization method. The EFG method is one of the most widely used meshfree methods for solving partial differential equations. The RHSS preconditioner is constructed much closer to the coefficient matrix than the well-known HSS preconditioner, resulting in a RHSS fixed-point iteration. Convergence of the RHSS iteration is analyzed and an optimal parameter, which minimizes the spectral radius of the iteration matrix is described. Using the RHSS preconditioner to accelerate the convergence of some Krylov subspace methods (like GMRES) is also studied. Theoretical analyses show that the eigenvalues of the RHSS preconditioned matrix are real and located in a positive interval. Eigenvector distribution and an upper bound of the degree of the minimal polynomial of the preconditioned matrix are obtained. A practical parameter is suggested in implementing the RHSS preconditioner. Finally, some numerical experiments are illustrated to show the effectiveness of the new preconditioner.Mathematics subject classification: 65F10.
For large sparse systems of linear equations iterative techniques are attractive. In this paper, we study a splitting method for an important class of symmetric and indefinite system. Theoretical analyses show that this method converges to the unique solution of the system of linear equations for all t>0 (t is the parameter). Moreover, all the eigenvalues of the iteration matrix are real and nonnegative and the spectral radius of the iteration matrix is decreasing with respect to the parameter t. Besides, a preconditioning strategy based on the splitting of the symmetric and indefinite coefficient matrices is proposed. The eigensolution of the preconditioned matrix is described and an upper bound of the degree of the minimal polynomials for the preconditioned matrix is obtained. Numerical experiments of a model Stokes problem and a least-squares problem with linear constraints presented to illustrate the effectiveness of the method.
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