On the optimal parameters of GMSSOR method for saddle point problems

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• 作者：Yanhui Bi^a ; ^{biyanhui_dl@sina.com" class="auth_mail" title="E-mail the corresponding author} ; Naimin Zhang^b ; ^{nmzhang@wzu.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; Lijuan Zhou^b
• 关键词：Saddle point problems ; GMSSOR method ; Optimal parameters ; Convergence
• 刊名：Applied Mathematics Letters
• 出版年：2016
• 出版时间：May 2016
• 年：2016
• 卷：55
• 期：Complete
• 页码：54-62
• 全文大小：548 K

文摘

For solving saddle point problems, SOR-type methods are investigated by many researchers in the literature. In this short note, we study the GMSSOR method for solving saddle point problems and obtain the optimal parameters which minimize the spectral (or pseudo-spectral) radii of the iteration matrices.