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Modified SSOR-like method for augmented systems

    Chun Wen Affiliation
    ; Ting-Zhu Huang Affiliation

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.

Keyword : SOR-like method, SSOR-like method, augmented system, saddle point problem, MSSOR-like method

How to Cite
Wen, C., & Huang, T.-Z. (2011). Modified SSOR-like method for augmented systems. Mathematical Modelling and Analysis, 16(3), 475-487. https://doi.org/10.3846/13926292.2011.603165
Published in Issue
Aug 24, 2011
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