鞍点问题的多参数SSOR预条件求解

The Solving Method of the Multiple Parameter SSOR Preconditioned in the Saddle Point Problem

针对鞍点问题的预条件迭代求解方法,通过引入多参数使系数矩阵的分裂形式更加一般化,运用矩阵代数理论分析多参数形式下算法的收敛性。最后给出数值例子来检验多参数预条件算法的优势,并在数值上分析收敛速度与参数的变化趋势。

In preconditioned iterative solving method of the saddle point problems,the coefficient matrix was made to split more general form by introducing multi-parameter,then convergence of this algorithm was analyzed on the basis of the theory of matrix algebra. Finally a numerical example was given to verify the advantage of the multiple parameter algorithm,and the change trend of convergence rate and parameter on the numerical were discussed.