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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. 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
  • 收稿日期:2015-04-13 出版日期:2016-02-15 发布日期:2016-01-22
  • 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

刘丽华, 马昌凤, 唐嘉. 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.

Liu Lihua, Ma Changfeng, Tang Jia. A NEW SOR-LIKE METHOD FOR SOLVING GENERALIZED SADDLE POINT PROBLEMS[J]. Mathematica Numerica Sinica, 2016, 38(1): 83-95.

A NEW SOR-LIKE METHOD FOR SOLVING GENERALIZED SADDLE POINT PROBLEMS

Liu Lihua1, Ma Changfeng2, Tang Jia2   

  1. 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
  • Received:2015-04-13 Online:2016-02-15 Published:2016-01-22
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.
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.

MR(2010)主题分类: 

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