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http://dx.doi.org/10.14317/jami.2016.085

FAST ONE-PARAMETER RELAXATION METHOD WITH A SCALED PRECONDITIONER FOR SADDLE POINT PROBLEMS  

OH, SEYOUNG (Department of Mathematics, Chungnam National University)
YUN, JAE HEON (Department of Mathematics, College of Natural Sciences, Chungbuk National University)
Publication Information
Journal of applied mathematics & informatics / v.34, no.1_2, 2016 , pp. 85-94 More about this Journal
Abstract
In this paper, we first propose a fast one-parameter relaxation (FOPR) method with a scaled preconditioner for solving the saddle point problems, and then we present a formula for finding its optimal parameter. To evaluate the effectiveness of the proposed FOPR method with a scaled preconditioner, numerical experiments are provided by comparing its performance with the existing one or two parameter relaxation methods with optimal parameters such as the SOR-like, the GSOR and the GSSOR methods.
Keywords
Relaxation iterative method; Saddle point problem; Preconditioner; Spectral radius;
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Times Cited By KSCI : 1  (Citation Analysis)
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