Modified SSOR-like method for augmented systems
Abstract
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 ω and α 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.
Keywords:
SOR-like method, SSOR-like method, augmented system, saddle point problem, MSSOR-like methodHow to Cite
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Copyright (c) 2011 The Author(s). Published by Vilnius Gediminas Technical University.
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Copyright (c) 2011 The Author(s). Published by Vilnius Gediminas Technical University.
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This work is licensed under a Creative Commons Attribution 4.0 International License.