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A New GSOR Method for Generalised Saddle Point Problems

Part of: Numerical linear algebra

Published online by Cambridge University Press:  27 January 2016

Na Huang  and
Chang-Feng Ma
Na Huang
Affiliation:
School of Mathematics and Computer Science, Fujian Normal University, Fuzhou 350117, China
Chang-Feng Ma*
Affiliation:
School of Mathematics and Computer Science, Fujian Normal University, Fuzhou 350117, China
*
*Corresponding author. Email address:[email protected] (C.-F. Ma)
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Abstract

A novel generalised successive overrelaxation (GSOR) method for solving generalised saddle point problems is proposed, based on splitting the coefficient matrix. The proposed method is shown to converge under suitable restrictions on the iteration parameters, and we present some illustrative numerical results.

Keywords

Generalised saddle point problemgeneralised successive overrelaxation methodsplittingconvergence analysis

MSC classification

Secondary: 65F10: Iterative methods for linear systems 65F50: Sparse matrices
Type
Research Article
Information
East Asian Journal on Applied Mathematics , Volume 6 , Issue 1 , February 2016 , pp. 23 - 41
Copyright
Copyright © Global-Science Press 2016 

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