TY - JOUR
T1 - A New GSOR Method for Generalised Saddle Point Problems
AU - Na Huang & Chang-Feng Ma
JO - East Asian Journal on Applied Mathematics
VL - 1
SP - 23
EP - 41
PY - 2018
DA - 2018/02
SN - 6
DO - http://doi.org/10.4208/eajam.150515.251015a
UR - https://global-sci.org/intro/article_detail/eajam/10771.html
KW - Generalised saddle point problem, generalised successive overrelaxation method, splitting, convergence analysis.
AB - <p style="text-align: justify;">A novel generalised successive overrelaxation (GSOR) method for solving
generalised saddle point problems is proposed, based on splitting the coefficient matrix.
The proposed method is shown to converge under suitable restrictions on the iteration
parameters, and we present some illustrative numerical results.</p>