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《Chinese Journal of Engineering Mathematics》 2011-03
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The Polynomial Acceleration of GSOR Iterative Algorithms for Large Sparse Saddle Point Problems

PAN Chun-ping1,WANG Hong-yu1,2(1-Zhejiang Industry Polytechnic College,Shaoxing 312000;2-Department of Mathematics,East China Normal University,Shanghai 200062)  
In order to solve large sparse saddle point problems(SPP) quickly and efficiently,we construct in this paper a polynomial accelerative iterative algorithm through accelerating the generalized SOR(GSOR) iterative algorithm and using the Chebyshev polynomial.The convergence of the algorithm is also studied.Meanwhile,by examining the convergence of accelerated iterative matrix,the result shows that the new method converges faster than the GSOR method.Numerical results further demonstrate that the new method is more efficient than the GSOR method.
【Fund】: 浙江工业职业技术学院科技计划(KY2010109)~~
【CateGory Index】: O241.6
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