10.3969/j.issn.1006-6330.2015.03.011
鞍点问题的SOR-like方法的预条件的新取法
Golub等研究了一种带辅助预条件参数矩阵的SOR-like方法来解鞍点问题(Golub G H, Wu X, Yuan J Y.SOR-like methods for augmented systems.BIT, 2001, 41(1):71-85).我们用一种新的辅助预条件取法来加速该方法去解(1,1)块是对称正定M矩阵的鞍点系统,数值结果显示优于Golub等提出的预条件.
鞍点问题、SOR-like方法、预条件
29
O241.6(计算数学)
supported by the National Natural Science Foundation of China11301330;the Shanghai College Teachers Visiting Abroad for Advanced Study ProgramB.60-A101-12-010;a Grant of "The First-Class Discipline of Universities in Shanghai"
2015-11-25(万方平台首次上网日期,不代表论文的发表时间)
共8页
355-362