SSOR-like methods for saddle point problems.

Saddle point problems arise in a wide variety of applications in computational and engineering. The aim of this paper is to present a SSOR-like iterative method for solving the saddle point problems. Here the convergence of this method is studied and specifically, the spectral radius and the optimal relaxation parameter of the iteration matrix are also investigated. Numerical experiments show that the SSOR-like method with a proper preconditioning matrix is better than SOR-like method presented by Golub et al. [G.H. Golub, X. Wu, and J.-Y. Yuan, SOR-like methods for augmented systems, BIT 41 (2001), pp. 71-85]. [ABSTRACT FROM AUTHOR]