A Modified SOR Iteration Method for Solving the Augmented Systems
For the saddle point problem,we discuss and analyze the modified SOR iteration method in detail.The theoretical analysis shows that when the appropriate parameters are selected,the the modified SOR iteration method converges to the unique solution of the saddle point problem.Furthermore,we obtain the conditions of the parameters when the modified SOR iteration method converges.Finally,numerical example show the correctness and effectiveness of our new method.
saddle point problemSOR iteration methodconvergence
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