On the modified symmetric successive over-relaxation method for augmented systems (Q2516792)

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On the modified symmetric successive over-relaxation method for augmented systems
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    On the modified symmetric successive over-relaxation method for augmented systems (English)
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    4 August 2015
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    An improvement of the symmetric successive overrelaxation (SSOR) method for the solution of large sparse augmented systems is developed. The proposed method is the extension of the modified SSOR method, targeting to the improvement of convergence and computing efficiency. The convergence analysis of the proposed method is studied under suitable restrictions on iteration parameters. Furthermore, the functional equation between the parameters and the eigenvalues of the iteration matrix of this method is obtained. The performance of the presented method is demonstrated withy the help of numerical examples based on a particular linear system. The obtained numerical results show the effectiveness of the proposed method.
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    iterative methods
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    augmented system
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    convergence
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    saddle point problem
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    symmetric successive overrelaxation (SSOR) method
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    numerical example
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