期刊文献+

基于矩阵分裂的鞍点问题的SOR-LIKE收敛性研究

On the convergence of the SOR-LIKE iterative algorithm based on the saddle point problem of matrix splitting
在线阅读 下载PDF
导出
摘要 目的研究鞍点问题的迭代方法SOR-LIKE算法的收敛性。方法用矩阵分裂理论,在求解中通过改变矩阵分裂构造出系数矩阵的一般化分裂算法,运用矩阵理论分析该算法的收敛性。结果与结论找到一般分裂算法下的收敛条件,并通过数值实验来检验迭代法的收敛性。 Objective—To solve the saddle point problems of matrix splitting with the SOR-LIKE iterative algorithm.Methods—Herein is constructed a generalized splitting algorithm of the coefficient matrix by changing the matrix splitting in the matrix splitting theory.Results and Conclusion—The convergence conditions of this algorithm is discussed and found.Furthermore,the convergence of iterative methods is tested and verified by numerical experiments.
作者 雷刚 王慧勤
出处 《宝鸡文理学院学报(自然科学版)》 CAS 2015年第1期1-4,共4页 Journal of Baoji University of Arts and Sciences(Natural Science Edition)
基金 陕西省教育厅科学研究计划项目(No.14JK1052) 陕西省科学研究计划项目(No.2013JM1001)
关键词 鞍点问题 SOR-LIKE算法 迭代法 收敛性 saddle point problem SOR-LIKE algorithm iteration method convergence
  • 相关文献

参考文献2

二级参考文献31

  • 1邵新慧,沈海龙,李长军.阶梯矩阵及其一般化在迭代法中的应用[J].应用数学和力学,2006,27(8):971-977. 被引量:2
  • 2Benzi M , Golub G H, Liesen J. Numerical solution of saddle point problems[J]. Acta Nu- merica, 2005, 14: 1-137.
  • 3Li Changjun, Li Baojia, Evans D J. A generalized successive overrelaxation method for least squares problems[J]. BIT, 1998, 38, 347-356.
  • 4Bramble J H, Pasciak J E, Vassilev A T. Analysis of the inexact Uzawa algorithm for saddle point problem[J]. SIAM J Numer Anal, 1997, 34(3): 1072-1092.
  • 5Bank R E, Welfert B D, Yserentant H. A class of iterative methods for solving saddle point problems[J]. Numer Math, 1990, 56: 645-666.
  • 6Cheng XiaoLiang. On the nonlinear inexact Uzawa algorithm for saddle point problems[J]. SIAM J Numer Anal, 2000, 37: 1930-1934.
  • 7Bramble J H, Pasciak J E, Vassilev A T. Uzawa type algorithms for nonsymmetric saddle point problems[J]. Math Comput, 1999, 69: 667-689.
  • 8Elman H C, Golub G H. Inexact and preconditioned Uzawa algorithms for saddle point problems[J]. SIAM J Numer Anal, 1994, 31: 1645-1661.
  • 9Bai Zhongzhi, Wang Zengqi. On parameterized inexact Uzawa methods for generalized saddle point problems[J]. Linear Algebra Appl, 2008, 428: 2900-2932.
  • 10Golub G H, Wu X, Yuan J Y. SOR-like methods for augmented systems[J].BIT 2001, 41: 71-85.

共引文献13

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部