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计算数学  2013 

关于鞍点问题的广义预处理HSS-SOR交替分裂迭代方法

, PP. 353-364

Keywords: 鞍点问题,交替迭代,PHSS方法,GSOR方法

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Abstract:

本文研究了鞍点问题的迭代法.在白中治,Golub和潘建瑜提出的预处理对称/反对称分裂(PHSS)迭代法的基础上,通过结合GSOR迭代格式,利用两个参数加速,提出了一种广义预处理HSS-SOR交替分裂迭代法,并研究了该方法的收敛性.数值结果表明本文所给方法是有效的.

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