SOR-like Methods for Augmented Systems

被引：0
作者：
Gene H. Golub
X. Wu
Jin-Yun Yuan
机构：
[1] Stanford University,Department of Computer Science
[2] Hong Kong Baptist University,Department of Mathematics
[3] Centro Politécnico,Departamento de Matemática
来源：
BIT Numerical Mathematics | 2001年 / 41卷
关键词：
SOR method; SOR-like methods; augmented system; convergence; optimal parameter; Navier-Stokes equation; finite element method; constrained optimization;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Several SOR-like methods are proposed for solving augmented systems. These have many different applications in scientific computing, for example, constrained optimization and the finite element method for solving the Stokes equation. The convergence and the choice of optimal parameter for these algorithms are studied. The convergence and divergence regions for some algorithms are given, and the new algorithms are applied to solve the Stokes equations as well.
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页码：71 / 85
页数：14
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