SOR-like methods for augmented systems (Q5937100)

The authors propose several successive overrelaxation (SOR)-like algorithms for solving augmented systems. A new approach is considered for solving the system arising from the finite element approximation to the Stokes equation. The null block in the coefficient matrix is replaced by some nonsingular matrix \(Q\) to get a special splitting. Application of the SOR method to such a splitting is called a SOR-like method. The optimal parameter for the SOR-like method and the behavior of its spectral radius are studied. For the special choise of the matrix \(Q\) some convergence results are given. Comparisons of the convergence rates and implementation of the proposed three algorithms are provided. Results from numerical experiments (flow in the unit square domain) are reported and discussed.