AUTHORS: Chunping Pan
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ABSTRACT: In this paper, we study the iterative algorithms for saddle point problems(SPP). We present a new symmetric successive over-relaxation method with three parameters, which is the extension of the SSOR iteration method. Under some suitable conditions, we give the convergence results. Numerical examples further confirm the correctness of the theory and the effectiveness of the method.
KEYWORDS: iterative method, saddle point problems, SOR-like, SSOR-like; symmetric and positive definite matrix
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