ON THE GENERALIZED SOR-LIKE METHODS FOR SADDLE POINT PROBLEMS
Xinlong Feng, Long Shao · Journal of applied mathematics & informatics · 2010
In this paper, the generalized SOR-like methods are presented for solving the saddle point problems. Based on the SOR-like methods, we introduce the uncertain parameters and the preconditioned matrixes in the splitting form of the coefficient matrix. The necessary and sufficient conditions for guaranteeing its convergence are derived by giving the restrictions imposed on the parameters. Finally, numerical experiments show that this methods are more effective by choosing the proper values of parameters.