计算数学
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计算数学  2016, Vol. 38 Issue (1): 83-95    DOI:
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求解广义鞍点问题的一个新的类SOR算法
刘丽华1, 马昌凤2, 唐嘉2
1. 广西科技大学理学院, 广西柳州 545006;
2. 福建师范大学数学与计算机科学学院, 福州 350117
A NEW SOR-LIKE METHOD FOR SOLVING GENERALIZED SADDLE POINT PROBLEMS
Liu Lihua1, Ma Changfeng2, Tang Jia2
1. School of Science, Guangxi University of Science and Technology, Liuzhou 545006, Guangxi, China;
2. School of Mathematics and Computer Science, Fujian Normal University, Fuzhou 350117, China
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摘要 本文提出了求解广义鞍点问题的一个新的类SOR迭代算法,并分析了新算法的收敛性.数值实验结果表明新算法是十分有效的.
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关键词广义鞍点问题   类SOR 算法   收敛性分析   实验结果     
Abstract: In the paper, a new SOR-like iterative algorithm is proposed for solving large sparse generalized saddle point problems. The convergence of the new algorithm is given. Some experimental results are reported, which indicate that the new algorithm is very effective.
Key wordsthe generalized saddle point problems   SOR-like iterative algorithm   convergence analysis   experimental results   
收稿日期: 2015-04-13;
基金资助:

国家自然科学基金(11071041,11201074)和福建省自然科学基金(2013J01037,2015J01578)资助项目

引用本文:   
. 求解广义鞍点问题的一个新的类SOR算法[J]. 计算数学, 2016, 38(1): 83-95.
. A NEW SOR-LIKE METHOD FOR SOLVING GENERALIZED SADDLE POINT PROBLEMS[J]. Mathematica Numerica Sinica, 2016, 38(1): 83-95.
 
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