鞍点问题的一种新的SOR迭代法（英文）  

New SOR-Like Iteration Method for Saddle Point Problems

作　　者：关晋瑞[1] 任孚鲛[1] 冯月华[2] GUAN Jinrui;REN Fujiao;FENG Yuehua(Department of Mathematics,Taiyuan Normal University,Jinzhong 030619,China;School of Mathematical Sciences,Xiamen University,Xiamen 361005,China)

机构地区：[1]太原师范学院数学系,山西晋中030619 [2]厦门大学数学科学学院,福建厦门361005

出　　处：《应用数学》2018年第4期779-784,共6页Mathematica Applicata

基　　金：Supported by the National Natural Science Foundation of China(11371275,11401424);the Natural Science Foundation of Shanxi Province(201601D011004)

摘　　要：鞍点问题广泛出现在科学计算和工程应用的许多领域中,对这类线性系统的数值解法的研究已成为近年来的一个热点.基于鞍点问题系数矩阵的一个一般性的分裂,我们提出一种新的SOR迭代法,该方法是之前有关方法的推广和延伸.我们在一定的条件下讨论新方法的收敛性,数值实验表明该方法是有效的.Saddle point problems arise in many areas of scientific computing and engineering applications. Research on the efficient numerical methods for this kind of linear systems has become a hot topic in recent years. In this paper, based on a general splitting of the coefficient matrix, we propose a new SOR-like iteration method for the saddle point problems. Convergence of the new method is discussed under suitable restrictions on iteration parameters. Numerical experiments are given to show that the new method is effective and efficient.

关 键 词：鞍点问题 SOR迭代法 收敛性分析 

分 类 号：O241.6[理学—计算数学]