| 一种求解鞍点问题的广义对称超松弛迭代法 |
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| 引用本文： | 潘春平,王红玉,赵伟良.一种求解鞍点问题的广义对称超松弛迭代法[J].数学杂志,2011,31(3):569-574. |
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| 作者姓名： | 潘春平 王红玉 赵伟良 |
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| 作者单位： | 1. 浙江工业职业技术学院人文社科部,浙江绍兴,312000
2. 浙江工业职业技术学院人文社科部,浙江绍兴312000;华东师范大学数学系,上海200000 |
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| 基金项目： | 浙江工业职业技术学院科技计划项目基金 |
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| 摘 要： | 本文研究了鞍点问题的迭代算法.利用新的待定参数加速迭代格式并结合SSOR分裂的方法,获得了有两个参数的广义对称超松弛迭代法及其收敛性条件.数值例子表明选择适当的参数值可以提高算法的收敛效率,推广和改进了SOR-like迭代法.
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| 关 键 词： | 鞍点问题 迭代法 SOR-like方法 GSOR方法 |
ON GENERALIZED SSOR ITERATIVE METHOD FOR SADDLE POINT PROBLEMS |
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| PAN Chun-ping,WANG Hong-yu,ZHAO Wei-liang.ON GENERALIZED SSOR ITERATIVE METHOD FOR SADDLE POINT PROBLEMS[J].Journal of Mathematics,2011,31(3):569-574. |
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| Authors: | PAN Chun-ping WANG Hong-yu ZHAO Wei-liang |
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| Institution: | 1(1.Dept.of Humanities and Social Sciences,Zhejiang Industry Polytechnic College,Shaoxing 312000,China)(2.Department of Mathematics,East China Normal University,Shanghai 200000,China) |
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| Abstract: | In this article,we study the iterative algorithms for saddle point problems(SPP).Based on the SSOR splitting,we present the popularizing symmetric successive overrelaxation iterative algorithms by using some new parameters.Under some suitable conditions,we give the convergence results.Numerical results show that the new methods can improve the convergence effciency,extend and improve the SOR-like iterative methods. |
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| Keywords: | Saddle-point problems iterative method SOR-like method GSOR method |
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