Optimal accelerated SOR-like (ASOR) method for singular symmetric saddle point problems
| Autor: | Xue-Ping Guo, Apostolos Hadjidimos |
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| Rok vydání: | 2020 |
| Předmět: |
Work (thermodynamics)
Iterative method Applied Mathematics 010103 numerical & computational mathematics Extension (predicate logic) 01 natural sciences law.invention 010101 applied mathematics Computational Mathematics Invertible matrix law Saddle point Convergence (routing) Applied mathematics 0101 mathematics Singular case Mathematics |
| Zdroj: | Journal of Computational and Applied Mathematics. 370:112662 |
| ISSN: | 0377-0427 |
| DOI: | 10.1016/j.cam.2019.112662 |
| Popis: | In a recent paper a new iterative method for the solution of the nonsingular symmetric saddle point problem was proposed (Njeru and Guo, 2016). The ASOR method belongs to the family of the SOR-like methods and uses two parameters α and ω . Convergence intervals for the parameters involved were found. In the present work we analyze and study an extension of the above problem to the singular case, and determine optimal values for the two parameters as well as for the semi-convergence factor of the ASOR method. Numerical results are presented to show the efficiency of the optimal singular ASOR method. |
| Databáze: | OpenAIRE |
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