Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4634157 | Applied Mathematics and Computation | 2008 | 12 Pages |
Abstract
The unsymmetric block overrelaxation-type (UBOR-type) method is proposed to attack saddle point problems in this paper. The convergence and the optimal parameters for the method are studied when the iteration parameters satisfy some relationship. Theoretical analyses show that the UBOR-type method has faster asymptotic convergence rate than the SOR-like method and its convergence rate can reach the same as that of the GSOR method at least. Numerical experiments support our theoretical results. Moveover, the numerical results further reveal that the new method can be much more effective than the GSOR method in terms of iteration steps.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Xiao-Fei Peng, Wen Li,