Convergence of a Generalized USOR Iterative Method for Augmented Systems

Abstract EN

Zhang and Shang (2010) have presented the Uzawa-SOR (USOR) algorithm to solve augmented systems.

In this paper, we establish a generalized Uzawa-SOR (GUSOR) method for solving augmented systems, which is the extension of the USOR method.

We prove the convergence of the proposed method under suitable restrictions on the iteration parameters.

Lastly, numerical experiments are carried out and experimental results show that our proposed method with appropriate parameters has faster convergence rate than the USOR method.