Article ID Journal Published Year Pages File Type
4634157 Applied Mathematics and Computation 2008 12 Pages PDF
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.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
, ,