A new modified SSOR iteration method for solving augmented linear systems

作者：Najafi H Saberi; Edalatpanah S A^*

来源：International Journal of Computer Mathematics, 2014, 91(3): 539-552.

DOI：10.1080/00207160.2013.792923

• augmented systems
• SSOR-like methods
• convergence
• saddle point problem
• symmetric and positive definite matrix

In this paper, we present a new symmetric successive over-relaxation method to find solution of the large sparse augmented linear systems, which is the extension of the symmetric successive overrelaxation iteration method. The convergence analysis of our method is also studied. Furthermore, the functional equation between the parameters and the eigenvalues of the relevant iteration matrix is obtained. Finally, numerical computations are presented to show the effectiveness of our algorithm.

• 出版日期2014