An Accelerated SOR-Like Method for Generalised Saddle Point Problems

作者:Feng, Ting-Ting; Chen, Guo-Liang; Guo, Xue-Ping*
来源:East Asian Journal on Applied Mathematics, 2018, 8(1): 70-81.
DOI:10.4208/eajam.261016.260817a

摘要

A recent accelerated SOR-like method for generalised saddle point problems is discussed. Sufficient conditions for convergence are derived, and some numerical experiments illustrate its effectiveness.