Year: 2016
East Asian Journal on Applied Mathematics, Vol. 6 (2016), Iss. 1 : pp. 23–41
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.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/eajam.150515.251015a
East Asian Journal on Applied Mathematics, Vol. 6 (2016), Iss. 1 : pp. 23–41
Published online: 2016-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 19
Keywords: Generalised saddle point problem generalised successive overrelaxation method splitting convergence analysis.
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