Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
권호 표지

ON THE GENERALIZED SOR-LIKE METHODS FOR SADDLE POINT PROBLEMS

  • Feng, Xin-Long (Xi'an Jiaotong University) ;
  • Shao, Long (College of Mathematics and Systems Science, Xinjiang University)
  • Received : 2009.08.11
  • Accepted : 2009.09.23
  • Published : 2010.05.30
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Abstract

In this paper, the generalized SOR-like methods are presented for solving the saddle point problems. Based on the SOR-like methods, we introduce the uncertain parameters and the preconditioned matrixes in the splitting form of the coefficient matrix. The necessary and sufficient conditions for guaranteeing its convergence are derived by giving the restrictions imposed on the parameters. Finally, numerical experiments show that this methods are more effective by choosing the proper values of parameters.

Keywords

Acknowledgement

Supported by : Higher Education Institution of Xinjiang

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