Generalized ASOR and Modified ASOR Methods for Saddle Point Problems

Abstract EN

Recently, the accelerated successive overrelaxation- (SOR-) like (ASOR) method was proposed for saddle point problems.

In this paper, we establish a generalized accelerated SOR-like (GASOR) method and a modified accelerated SOR-like (MASOR) method, which are extension of the ASOR method, for solving both nonsingular and singular saddle point problems.

The sufficient conditions of the convergence (semiconvergence) for solving nonsingular (singular) saddle point problems are derived.

Finally, numerical examples are carried out, which show that the GASOR and MASOR methods have faster convergence rates than the SOR-like, generalized SOR (GSOR), modified SOR-like (MSOR-like), modified symmetric SOR (MSSOR), generalized symmetric SOR (GSSOR), generalized modified symmetric SOR (GMSSOR), and ASOR methods with optimal or experimentally found optimal parameters when the iteration parameters are suitably chosen.