Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1

Chinese Journal of Engineering Mathematics ›› 2024, Vol. 41 ›› Issue (5): 808-824.doi: 10.3969/j.issn.1005-3085.2024.05.002

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Generalized SOR Method for the Three-order Block Saddle Point Problems

GAO Xiang,  WEN Ruiping,  WANG Chuanlong   

  1. Shanxi Key Laboratory for Intelligent Optimization Computing and Block-chain Technology, Taiyuan Normal University, Jinzhong 030619
  • Received:2022-01-10 Accepted:2022-09-30 Online:2024-10-15
  • Contact: R. Wen. E-mail address: wenrp@163.com
  • Supported by:
    The National Natural Science Foundation of China (12371381); the Natural Science Foundation of Shanxi Province (201901D211423).

Abstract:

As a special kind of linear system, the three-order block saddle point problem has challenging to study its iterative solution. Based on the classical generalized successive over relaxation (GSOR) method, the centered preconditioned GSOR method with three parameters for a class of three-order block large sparse saddle point problem is established and the convergence condition is discussed in this paper. Moreover, experimental results show that the new method has an advantage of computational cost over the centered preconditioned Uzawa-Low method. In addition, an extended one of the new method is provided, implementation details and analyses of corresponding framework about $i$-order block systems are shown, the blocking for saddle point problems are preliminarily proposed by some numerical results.

Key words: saddle point problem, three-order block saddle point problem, SOR method, \mbox{GSOR} method, centered preconditioned method

CLC Number: