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求解广义鞍点问题的SOR类型迭代算法 被引量:2

SOR-like method for solving generalized saddle point problems
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摘要 研究一类广义鞍点问题的数值求解方法。基于矩阵的SOR型分裂,给出了求解广义鞍点问题的一个数值求解算法,同时研究了新算法的收敛性。最后,给出了几个数值算例,数值实验结果显示出新方法比现有的PIU算法更有效。 It considers a successive overrelaxation-like method for solving the generalized saddle point problems.The method is based on a splitting of the generalized saddle point matrix,and its convergence is studied.Finally,numerical experiments are given to demonstrate the efficiency and robustness of the new method.
作者 张春华 汪祥 ZHANG Chunhua WANG Xiang(Department of Mathematics,Nanehang University,Jiangxi,Nanehang 330031 ,China)
机构地区 南昌大学数学系
出处 《南昌大学学报(理科版)》 CAS 北大核心 2017年第2期103-107,共5页 Journal of Nanchang University(Natural Science)
基金 国家自然科学基金资助项目(11461046) 江西省自然科学基金资助项目(20161ACB21005 20151BAB201009 20151BAB211013)
关键词 广义鞍点问题 SOR型方法 收敛性 Generalized saddle point problems SOR-like methods Convergence
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