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FAST ONE-PARAMETER RELAXATION METHOD WITH A SCALED PRECONDITIONER FOR SADDLE POINT PROBLEMS
FAST ONE-PARAMETER RELAXATION METHOD WITH A SCALED PRECONDITIONER FOR SADDLE POINT PROBLEMS
Journal of applied mathematics & informatics. 2016. Jan, 34(1_2): 85-94
  • Received : November 02, 2015
  • Published : January 30, 2016
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OH SEYOUNG
YUN JAE HEON

Abstract
In this paper, we first propose a fast one-parameter relaxation (FOPR) method with a scaled preconditioner for solving the saddle point problems, and then we present a formula for finding its optimal parameter. To evaluate the effectiveness of the proposed FOPR method with a scaled preconditioner, numerical experiments are provided by comparing its performance with the existing one or two parameter relaxation methods with optimal parameters such as the SOR-like, the GSOR and the GSSOR methods.
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