Modified SSOR-Like Method for Augmented Systems

作者：Wen, Chun^*; Huang, Ting-Zhu

来源：Mathematical Modelling and Analysis, 2011, 16(3): 475-487.

DOI：10.3846/13926292.2011.603165

• SOR-like method
• SSOR-like method
• augmented system
• saddle point problem
• MSSOR-like method

For solving the augmented system, Golub, Wu and Yuan and Zheng, Wang and Wu have presented the SOR-like methods and SSOR-like methods, respectively. In this paper, the SSOR-like method with two real parameters omega and alpha is established for solving the augmented system, which is the extension of the SSOR iteration method, and the new method is called the modified SSOR-like method (MSSOR-like method). The convergence of the MSSOR-like method is studied, and the function equation relating the parameters and eigenvalues of the iteration matrix of this method is obtained. Numerical experiments show that the MSSOR-like method with proper preconditioning matrix and parameters is better than the SOR-like method and the SSOR-like method.

• 出版日期2011-9
• 单位电子科技大学