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math.NA2022★ 8 cited
On GSOR, the Generalized Successive Overrelaxation Method for Double Saddle-Point Problems
Na Huang, Yu-Hong Dai, Dominique Orban +1
We consider the generalized successive overrelaxation (GSOR) method for solving a class of block three-by-three saddle-point problems. Based on the necessary and sufficient conditi…
math.NA2022★ 1 cited
A semi-conjugate gradient method for solving unsymmetric positive definite linear systems
Na Huang, Yu-Hong Dai, Dominique Orban +1
The conjugate gradient (CG) method is a classic Krylov subspace method for solving symmetric positive definite linear systems. We introduce an analogous semi-conjugate gradient (SC…