Two-parameter GSOR method for the augmented system

DOI10.1080/00207160500112860MaRDI QIDQ5462894zbMATH OpenOpenAlexFDO

Authors Zheng Li, Chang-Jun Li, Tie Zhang, D. J. Evans

Publication date 27 July 2005

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207160500112860

zbMATH Keywords

Augmented systemconvergencegeneralized successive overrelaxationGSOR methodnumerical examplepreconditioningSaddle point problemStokes equations

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Review text

The paper presents a new iterative method (TPGSOR) for symmetric saddle point problems which arise, e.g., in finite element discretizations of the Stokes equations. It is a generalized successive overrelaxation (GSOR) method which requires to choose two parameters and a non-singular preconditioner matrix. Other generalized SOR methods proposed in the literature are special cases of the new method. A convergence analysis is performed and the optimal choice of the parameters is studied. A simple numerical example shows the efficiency of TPGSOR in comparison to other generalized SOR methods.

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Cites work

• A generalized successive overrelaxation method for least squares problems
• A new iterative method for large sparse saddle point problems
• scientific article; zbMATH DE number 1953446 (Why is no real title available?)
• Inexact and Preconditioned Uzawa Algorithms for Saddle Point Problems
• Minimum residual methods for augmented systems
• Optimum parameter for the SOR-like method for augmented systems
• SOR-like methods for augmented systems

Cited in

(11)

• Analysis of modified SSOR method for augmented linear systems
• Preconditioned Richardson iteration for augmented linear systems
• On convergence and semi-convergence of SSOR-like methods for augmented linear systems
• On generalized stationary iterative method for solving the saddle point problems
• Optimal parameters of the generalized symmetric SOR method for augmented systems
• SSOR-like methods for saddle point problems
• On a new SSOR-like method with four parameters for the augmented systems
• Parameterized preconditioning for generalized saddle point problems arising from the Stokes equation
• On the minimum convergence factor of a class of GSOR-like methods for augmented systems
• Parameter augmentation for two formulas
• Parameter augmentation and the q-Gosper algorithm

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