Volume 6, Issue 1
A New GSOR Method for Generalised Saddle Point Problems

Na Huang & Chang-Feng Ma

East Asian J. Appl. Math., 6 (2016), pp. 23-41.

Published online: 2018-02

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  • 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.

  • Keywords

Generalised saddle point problem, generalised successive overrelaxation method, splitting, convergence analysis.

  • AMS Subject Headings

65F10, 65F50

  • Copyright

COPYRIGHT: © Global Science Press

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@Article{EAJAM-6-23, author = {}, title = {A New GSOR Method for Generalised Saddle Point Problems}, journal = {East Asian Journal on Applied Mathematics}, year = {2018}, volume = {6}, number = {1}, pages = {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.

}, issn = {2079-7370}, doi = {https://doi.org/10.4208/eajam.150515.251015a}, url = {http://global-sci.org/intro/article_detail/eajam/10771.html} }
TY - JOUR T1 - A New GSOR Method for Generalised Saddle Point Problems JO - East Asian Journal on Applied Mathematics VL - 1 SP - 23 EP - 41 PY - 2018 DA - 2018/02 SN - 6 DO - http://doi.org/10.4208/eajam.150515.251015a UR - https://global-sci.org/intro/article_detail/eajam/10771.html KW - Generalised saddle point problem, generalised successive overrelaxation method, splitting, convergence analysis. AB -

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.

Na Huang & Chang-Feng Ma. (2020). A New GSOR Method for Generalised Saddle Point Problems. East Asian Journal on Applied Mathematics. 6 (1). 23-41. doi:10.4208/eajam.150515.251015a
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