A New GSOR Method for Generalised Saddle Point Problems
DOI:
https://doi.org/10.4208/eajam.150515.251015aKeywords:
Generalised saddle point problem, generalised successive overrelaxation method, splitting, convergence analysis.Abstract
A novel generalised successive overrelaxation (GSOR) method for solving generalised saddle point problems is proposed, based on splitting the coefficient matrix. The proposed method is shown to converge under suitable restrictions on the iteration parameters, and we present some illustrative numerical results.