Backward and Forward Modified SOR Iteration Methods for Solving Standard Saddle-Point Problems

Abstract

For the standard saddle-point problem, we discuss and analyze the backward and forward modified successive overrelaxation (SOR) iteration methods in detail. Theoretical analysis shows that when the parameters are selected appropriately, the backward and forward modified SOR iteration methods converge to the unique solution of the standard saddle-point problem. Finally, numerical examples show the effectiveness of our iteration methods.