We consider the solution of linear system with a block-structured matrix of saddle point type. The solution technique is based on the idea of the classical alternating-direction implicit iterative method where symmetric-antisymmetric splitting of the coefficient matrix is used. To find an optimal parameter for solving the system with a symmetric matrix, the polynomial filters are considered. The CGW method is used for systems with skew-symmetric matrix. The numerical tests compare the results obtained by using alternating iteration and GMRES and point out advantages of alternative iterations for larger systems.
@article{702799,
title = {Alternating iterative scheme for the solution of block-structured systems},
booktitle = {Programs and Algorithms of Numerical Mathematics},
series = {GDML\_Books},
publisher = {Institute of Mathematics AS CR},
address = {Prague},
year = {2004},
pages = {214-229},
url = {http://dml.mathdoc.fr/item/702799}
}
Šípek, Jan; Zítko, Jan. Alternating iterative scheme for the solution of block-structured systems, dans Programs and Algorithms of Numerical Mathematics, GDML_Books, (2004), pp. 214-229. http://gdmltest.u-ga.fr/item/702799/