Symmetric SOR method for augmented systems

摘要

In this paper, we develop symmetric successive overrelaxation (SSOR) method to find solution of augmented systems. These systems have appeared in many different applications of scientific computing, e.g., the finite element approximation to solve the Navier–Stokes equation and the constrained optimization. The convergence of SSOR method are studied. Finally, we apply the new method to solve augmented systems. The iteration number of this method to receive the solution is very better than SOR-like method.