Optimal accelerated SOR-like (ASOR) method for singular symmetric saddle point problems

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:370

Article

Guo, Xue-Ping¹  Hadjidimos, Apostolos² 

[1] East China Normal Univ, Sch Math Sci, Shanghai Key Lab PMMP, Shanghai 200241, Peoples R China

[2] Univ Thessaly, Dept Elect & Comp Engn, GR-38221 Volos, Greece

关键词: Singular saddle point problem;    Singular augmented linear systems;    Accelerated SOR method;    Optimal parameters;    Optimal semi-convergence factor;   

DOI  :  10.1016/j.cam.2019.112662

来源: Elsevier

【 摘 要 】

In a recent paper a new iterative method for the solution of the nonsingular symmetric saddle point problem was proposed (Njeru and Guo, 2016). The ASOR method belongs to the family of the SOR-like methods and uses two parameters alpha and omega. Convergence intervals for the parameters involved were found. In the present work we analyze and study an extension of the above problem to the singular case, and determine optimal values for the two parameters as well as for the semi-convergence factor of the ASOR method. Numerical results are presented to show the efficiency of the optimal singular ASOR method. (C) 2019 Elsevier B.V. All rights reserved.

【 授权许可】

Free