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On SSOR iteration method for a class of block two-by-two linear systems

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Abstract

In this paper, the optimal iteration parameters of the symmetric successive overrelaxation (SSOR) method for a class of block two-by-two linear systems are obtained, which result in optimal convergence factor. An accelerated variant of the SSOR (ASSOR) method is presented, which significantly improves the convergence rate of the SSOR method. Furthermore, a more practical way to choose iteration parameters for the ASSOR method has also been proposed. Numerical experiments demonstrate the efficiency of the SSOR and ASSOR methods for solving a class of block two-by-two linear systems with the optimal parameters.

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Authors and Affiliations

  1. School of Mathematics and Statistics, Lanzhou University, Lanzhou, 730000, People’s Republic of China

    Zhao-Zheng Liang & Guo-Feng Zhang

Authors
  1. Zhao-Zheng Liang
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  2. Guo-Feng Zhang
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Correspondence to Guo-Feng Zhang.

Additional information

This work was supported by the National Natural Science Foundation of China (No. 11271174, 11511130015).

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Liang, ZZ., Zhang, GF. On SSOR iteration method for a class of block two-by-two linear systems. Numer Algor 71, 655–671 (2016). https://doi.org/10.1007/s11075-015-0015-5

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  • DOI: https://doi.org/10.1007/s11075-015-0015-5

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