Abstract
In this paper, we study a triple-parameter modified SSOR (TMSSOR) method for solving singular saddle point problems. We prove the semi-convergence of the TMSSOR method under suitable restrictions on the iteration parameters, and obtain the local optimal parameters which minimize the pseudo-spectral radii of the associated iteration matrices. Finally, numerical experiments demonstrate the effectiveness of the TMSSOR method for solving singular saddle point problems.
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The authors are grateful to the referees and the editor for their very detailed comments and suggestions, which significantly improved this paper.
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Communicated by Zhong-Zhi Bai.
This work is supported by National Natural Science Foundation of China under Grant No. 61572018 and Zhejiang Provincial Natural Science Foundation of China under Grant No: LY15A010016.
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Li, J., Zhang, NM. A triple-parameter modified SSOR method for solving singular saddle point problems. Bit Numer Math 56, 501–521 (2016). https://doi.org/10.1007/s10543-016-0610-4
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DOI: https://doi.org/10.1007/s10543-016-0610-4