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A New GSOR Method for Generalised Saddle Point Problems |
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| Authors: | Na Huang & Chang-Feng Ma |
| Abstract: | A novel generalised successive overrelaxation (GSOR) method for solvinggeneralised saddle point problems is proposed, based on splitting the coefficient matrix.The proposed method is shown to converge under suitable restrictions on the iterationparameters, and we present some illustrative numerical results. |
| Keywords: | Generalised saddle point problem generalised successive overrelaxation method splitting convergence analysis. |
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