求解广义鞍点问题的一个新的类SOR算法

doi:10.12286/jssx.2016.1.83

计算数学 ›› 2016, Vol. 38 ›› Issue (1): 83-95.DOI: 10.12286/jssx.2016.1.83

求解广义鞍点问题的一个新的类SOR算法

刘丽华¹, 马昌凤², 唐嘉²

1. 广西科技大学理学院, 广西柳州 545006;
2. 福建师范大学数学与计算机科学学院, 福州 350117

收稿日期:2015-04-13 出版日期:2016-02-15 发布日期:2016-01-22
基金资助:
国家自然科学基金(11071041,11201074)和福建省自然科学基金(2013J01037,2015J01578)资助项目

PDF ( 1023 ) 引用被引次数 ( 2 )

刘丽华, 马昌凤, 唐嘉. 求解广义鞍点问题的一个新的类SOR算法[J]. 计算数学, 2016, 38(1): 83-95.

Liu Lihua, Ma Changfeng, Tang Jia. A NEW SOR-LIKE METHOD FOR SOLVING GENERALIZED SADDLE POINT PROBLEMS[J]. Mathematica Numerica Sinica, 2016, 38(1): 83-95.

A NEW SOR-LIKE METHOD FOR SOLVING GENERALIZED SADDLE POINT PROBLEMS

Liu Lihua¹, Ma Changfeng², Tang Jia²

1. School of Science, Guangxi University of Science and Technology, Liuzhou 545006, Guangxi, China;
2. School of Mathematics and Computer Science, Fujian Normal University, Fuzhou 350117, China

Received:2015-04-13 Online:2016-02-15 Published:2016-01-22

本文提出了求解广义鞍点问题的一个新的类SOR迭代算法,并分析了新算法的收敛性.数值实验结果表明新算法是十分有效的.

关键词： 广义鞍点问题, 类SOR 算法, 收敛性分析, 实验结果

In the paper, a new SOR-like iterative algorithm is proposed for solving large sparse generalized saddle point problems. The convergence of the new algorithm is given. Some experimental results are reported, which indicate that the new algorithm is very effective.

Key words: the generalized saddle point problems, SOR-like iterative algorithm, convergence analysis, experimental results

MR(2010)主题分类:

65F10
65F50

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摘要

求解广义鞍点问题的一个新的类SOR算法

A NEW SOR-LIKE METHOD FOR SOLVING GENERALIZED SADDLE POINT PROBLEMS

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