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出 处:《工程数学学报》2009年第1期67-74,共8页Chinese Journal of Engineering Mathematics
摘 要:本文研究求解一类双边障碍问题的EAOR迭代算法。证明了由此算法产生的迭代序列至少存在一个聚点,该聚点是双边障碍问题的解。并且,当矩阵为非退化对称矩阵时,该序列收敛到双边障碍问题的解。在随后的数值实验中,验证了理论的正确性和算法的有效性。The EAOR algorithm for solving the two-sided obstacle problems is studied. It is shown that the sequence generated by the EAOR algorithm has an accumulation point which solves the two- sided obstacle problem. Moreover, when the matrix involved in the two-sided obstacle problem is a symmetric and nondegenerate matrix, the sequence converges to a solution of the problem. Numerical experiments are presented to verify the theoretical results.
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