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SOR-like Methods for Augmented Systems |
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| Authors: | Gene H Golub X Wu Jin-Yun Yuan |
| Institution: | (1) Department of Computer Science, Stanford University, Gates 2B, Stanford, CA 94305-9025, USA;(2) Department of Mathematics, Hong Kong Baptist University, Kowloon, Hong Kong;(3) Departamento de Matemática-UFPR, Centro Politécnico, CP: 19.081, CEP, 81531-990 Curitiba, Paraná, Brazil |
| Abstract: | Several SOR-like methods are proposed for solving augmented systems. These have many different applications in scientific computing, for example, constrained optimization and the finite element method for solving the Stokes equation. The convergence and the choice of optimal parameter for these algorithms are studied. The convergence and divergence regions for some algorithms are given, and the new algorithms are applied to solve the Stokes equations as well. |
| Keywords: | SOR method SOR-like methods augmented system convergence optimal parameter Navier-Stokes equation finite element method constrained optimization |
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