SOR-like methods for augmented systems

Gene H. Golub*, Xiaonan WU, Jin Yun Yuan

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

222 Citations (Scopus)

Abstract

Several SOR-like methods are proposed for solving augmented systems. These have many different applications in scientific computing, for example, constrained optimization and the finite element method for solving the Stokes equation. The convergence and the choice of optimal parameter for these algorithms are studied. The convergence and divergence regions for some algorithms are given, and the new algorithms are applied to solve the Stokes equations as well.

Original languageEnglish
Pages (from-to)71-85
Number of pages15
JournalBIT Numerical Mathematics
Volume41
Issue number1
DOIs
Publication statusPublished - Mar 2001

Scopus Subject Areas

  • Software
  • Computer Networks and Communications
  • Computational Mathematics
  • Applied Mathematics

User-Defined Keywords

  • Augmented system
  • Constrained optimization
  • Convergence
  • Finite element method
  • Navier-Stokes equation
  • Optimal parameter
  • SOR method
  • SOR-like methods

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