Some generalizations of the new SOR-like method for solving symmetric saddle-point problems

被引:0
作者
Ruiping Wen
Ruihuan Wu
Jinrui Guan
机构
[1] Taiyuan Normal University,Key Laboratory of Engineering & Computing Science, Shanxi Provincial Department of Education/Department of Mathematics
[2] Taiyuan Normal University,Department of Mathematics, Taiyuan Normal University
来源
Journal of Inequalities and Applications | / 2018卷
关键词
Saddle-point problems; SOR-like method; Matrix splitting iteration method; Convergence;
D O I
暂无
中图分类号
学科分类号
摘要
Saddle-point problems arise in many areas of scientific computing and engineering applications. Research on the efficient numerical methods of these problems has become a hot topic in recent years. In this paper, we propose some generalizations of the new SOR-like method based on the original method. Convergence of these methods is discussed under suitable restrictions on iteration parameters. Numerical experiments are given to show that these methods are effective and efficient.
引用
收藏
相关论文
共 61 条
[1]  
Bai Z.Z.(2009)Optimal parameters in the HSS-like methods for saddle point problems Numer. Linear Algebra Appl. 16 447-479
[2]  
Bai Z.Z.(2007)Accelerated Hermitian and skew-Hermitian splitting iteration methods for saddle-point problems IMA J. Numer. Anal. 27 1-23
[3]  
Golub G.H.(2004)Preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite linear systems Numer. Math. 98 1-32
[4]  
Bai Z.Z.(2005)On generalized successive overrelaxation methods for augmented linear systems Numer. Math. 102 1-38
[5]  
Golub G.H.(2008)On parameterized inexact Uzawa methods for generalized saddle point problems Linear Algebra Appl. 428 2900-2932
[6]  
Pan J.Y.(2004)A preconditioner for generalized saddle point problems SIAM J. Matrix Anal. Appl. 26 20-41
[7]  
Bai Z.Z.(2005)Numerical solution of saddle point problems Acta Numer. 14 1-137
[8]  
Parlett B.N.(2006)On the eigenvalues of a class of saddle point matrices Numer. Math. 103 173-196
[9]  
Wang Z.Q.(2006)Symmetric SOR method for augmented systems J. Comput. Appl. Math. 183 409-415
[10]  
Bai Z.Z.(1994)Inexact and preconditioned Uzawa algorithms for saddle point problems SIAM J. Numer. Anal. 31 1645-1661