WSEAS Transactions on Mathematics
Print ISSN: 1109-2769, E-ISSN: 2224-2880
Volume 16, 2017
On Generalized SSOR-like Iteration Method for Saddle Point Problems
Author:
Abstract: In this paper, we study the iterative algorithms for saddle point problems(SPP). We present a new symmetric successive over-relaxation method with three parameters, which is the extension of the SSOR iteration method. Under some suitable conditions, we give the convergence results. Numerical examples further confirm the correctness of the theory and the effectiveness of the method.